scrBesag: Simultaneous credible band computation (Besag algorithm)

View source: R/scrBesag.R

scrBesagR Documentation

Simultaneous credible band computation (Besag algorithm)

Description

Simultaneous credible band computation

Usage

scrBesag(samples, level=0.95)

Arguments

samples

m by n matrix where m is the number of parameters, n is the number of samples and hence each (multivariate) sample is a column in the matrix samples

level

the credible level (default: 0.95)

Details

Calculates a series of simultaneous credible bounds for one parameter type.

Value

matrix with ‘lower’ and ‘upper’ rows

Author(s)

Thomas Kneib

References

J. Besag, P. Green, D. Higdon, K. Mengersen (1995): Bayesian Methods for Nonlinear Classification and Regression, Statistical Science 10/1, 3–66


bfp documentation built on Nov. 1, 2022, 1:05 a.m.

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