Description Usage Arguments Details Value Author(s) See Also Examples
This function sets up the parameters and initial values used for the MCMC algorithms.
1 2 3 4 5 6 7 |
run |
the number of iterations |
run.S |
the number of internal iterations for latent variables |
rho.family |
take the value of |
Y.family |
take the value of |
priorSigma |
the prior distribution for σ, the options include "Halft" (positive-truncated t distribution), "InvGamma" (inverse gamma distribution), and "Reciprocal" (reciprocal distribution) |
parSigma |
the parameters for the prior distribution of σ: when priorSigma = "Halft" the first parameter is scale and the second is degree of freedom; when priorSigma = "InvGamma" the first parameter is shape and the second is scale; when priorSigma = "Reciprocal" both parameters are ignored |
ifkappa |
take zero or non-zero value which indicates whether κ should be sampled |
scales |
a vector which indicates the tuning parameters for (S, β, σ,φ,κ) respectively |
phi.bound |
the upper and lower bound for φ |
initials |
a list which indicates the initial values for (β, σ,φ,κ) respectively |
During each iteration of Gibbs sampling process, the group of latent variables is updated "run.S" times to improve accuracy and reduce autocorrelations.
A list of setting parameters.
Liang Jing ljing918@gmail.com
1 2 3 4 5 6 7 8 9 10 11 12 | ## Not run:
input <- MCMCinput( run = 10000, run.S = 10,
rho.family = "rhoPowerExp",
Y.family = "Poisson",
priorSigma = "Halft", parSigma = c(1, 1),
ifkappa=0,
scales=c(0.5, 1.5, 0.9, 0.6, 0.5),
phi.bound=c(0.005, 1),
initials=list(c(-1, 2, 1), 1, 0.1, 1) )
res <- runMCMC(Y, L=0, loc=loc, X=loc, MCMCinput = input )
## End(Not run)
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