gen_control: Set computational options for the sampling algorithms used...
In mcmcsae: Markov Chain Monte Carlo Small Area Estimation

gen_control

R Documentation

Set computational options for the sampling algorithms used for a 'gen' model component

Description

Set computational options for the sampling algorithms used for a 'gen' model component

Usage

gen_control(MHprop = c("GiG", "LNRW"))

Arguments

MHprop

MH proposal for the variance component in case of a MLiG prior on the coefficients. The two options are "GiG" for a generalized inverse gamma proposal, and "LNRW" for a log-normal random walk proposal. The former should approximate the conditional posterior quite well provided MLiG parameter a is large, such that the coefficients' prior is approximately normal.