update_beta: MCMC Second-Component Parameter Update Function for Hurdle...

Description Usage Arguments Value Author(s) See Also

Description

MCMC algorithm for updating the second-component likelihood parameters in hurdle model regression using hurdle.

Usage

1
2
update_beta(y, x, hurd, dist, like.part, beta.prior.mean, beta.prior.sd, beta,
  XB, beta.acc, beta.tune, g.x = F)

Arguments

y

numeric response vector of observations within the bounds of the second component of the likelihood function, y[0 < y \& y < hurd]

x

optional numeric predictor matrix for response observations within the bounds of the second component of the likelihood function, y[0 < y \& y < hurd].

hurd

numeric threshold for 'extreme' observations of two-hurdle models.

dist

character specification of response distribution for the third component of the likelihood function.

like.part

numeric vector of the current third-component likelihood values.

beta.prior.mean

mu parameter for normal prior distributions.

beta.prior.sd

standard deviation for normal prior distributions.

beta

numeric matrix of current regression coefficient parameter values.

XB

x*beta[,1] product matrix for response observations within the bounds of the second component of the likelihood function, y[0 < y \& y < hurd].

beta.acc

numeric matrix of current MCMC acceptance rates for regression coefficient parameters.

beta.tune

numeric matrix of current MCMC tuning values for regression coefficient estimation.

g.x

logical operator. TRUE if operating within the third component of the likelihood function (the likelihood of 'extreme' observations).

Value

A list of MCMC-updated regression coefficients for the estimation of the second-component likelihood parameter as well as each coefficient's MCMC acceptance ratio.

Author(s)

Taylor Trippe <ttrippe@luc.edu>
Earvin Balderama <ebalderama@luc.edu>

See Also

hurdle
dist_ll


hurdlr documentation built on May 2, 2019, 3:19 p.m.

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