update_pars: MCMC Third-Component Parameter Update Function for Hurdle...

Description Usage Arguments Value Author(s) See Also

Description

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

Usage

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update_pars(y, hurd, dist, like.part, a, b, size, lam, mu, xi, sigma, lam.acc,
  mu.acc, xi.acc, sigma.acc, lam.tune, mu.tune, xi.tune, sigma.tune, g.x = F)

Arguments

y

numeric response vector of observations within the bounds of the third component of the likelihood function, 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.

a

shape parameter for gamma prior distributions.

b

rate parameter for gamma prior distributions.

size

size parameter for negative binomial likelihood distributions.

lam

current value for the poisson likelihood lambda parameter.

mu

current value for the negative binomial or log normal likelihood mu parameter.

xi

current value for the generalized pareto likelihood xi parameter.

sigma

current value for the generalized pareto likelihood sigma parameter.

lam.acc, mu.acc, xi.acc, sigma.acc

current MCMC values for third-component parameter acceptance rates.

lam.tune, mu.tune, xi.tune, sigma.tune

current MCMC tuning values for each third-component parameter.

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 likelihood estimator(s) for the third-component parameter(s) and each parameter'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.

Related to update_pars in hurdlr...