f_gaussian_gamma: Specify a Gaussian-Gamma sampling distribution

In mcmcsae: Markov Chain Monte Carlo Small Area Estimation

Specify a Gaussian-Gamma sampling distribution

Description

This function can be used in the family argument of create_sampler or generate_data to specify a Gaussian-Gamma sampling distribution, i.e., a Gaussian sampling distribution whose variances are observed subject to error according to a Gamma distribution.

Usage

f_gaussian_gamma(link = "identity", var.model, ...)

Arguments

link	the name of a link function. Currently the only allowed link function for this distribution family is "identity".
var.model	a formula specifying the terms of a variance model. The left-hand side of the formula should specify the observed variances, unless the family object is used for data generation only. Several types of model terms on the right-hand side of the formula are supported: a regression term for the log-variance specified with vreg(...), and a term vfac(...) for multiplicative modelled factors at a certain level specified by a factor variable. In addition, reg and gen can be used to specify regression or random effect terms. In that case the prior distribution of the coefficients is not exactly normal, but instead Multivariate Log inverse Gamma (MLiG), see also pr_MLiG.
...	further arguments passed to f_gamma.

Value

A family object.

mcmcsae documentation built on June 8, 2025, 10:55 a.m.