Description Usage Arguments Value Examples
This is a function that analyse the MCMC sampling result by computing the posterior mean, median and credible intervals
1 | dlanalysis(dlresult, alpha = 0.05)
|
dlresult |
Posterior samples of beta. A large matrix (nmc/thin)*p |
alpha |
Level for the credible intervals. For example,the default is alpha = 0.05 means 95% credible intervals |
betamean |
Posterior mean of beta, a p*1 vector. |
LeftCI |
The left bounds of the credible intervals. |
RightCI |
The right bounds of the credible intervals. |
betamedian |
Posterior median of Beta, a p*1 vector. |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | p=50
n=5
#generate x
x=matrix(rnorm(n*p),nrow=n)
#generate beta
beta=c(rep(0,10),runif(n=5,min=-1,max=1),rep(0,10),runif(n=5,min=-1,max=1),rep(0,p-30))
#generate y
y=x%*%beta+rnorm(n)
hyper=dlhyper(x,y)
dlresult=dl(x,y,hyper=hyper)
da=dlanalysis(dlresult,alpha=0.05)
da$betamean
da$betamedian
da$LeftCI
da$RightCI
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