setup_CG_sampler: Set up conjugate gradient sampler

In mcmcsae: Markov Chain Monte Carlo Small Area Estimation

Set up conjugate gradient sampler

Description

Set up conjugate gradient sampler

Usage

setup_CG_sampler(mbs, X, sampler, control = CG_control())

Arguments

mbs	block component containing several model components.
X	design matrix.
sampler	sampler object as created by create_sampler.
control	a list of options for the conjugate gradient algorithm that can be passed using function CG_control.

Value

An environment with precomputed quantities and functions for multiplication by A and by an (inverse) preconditioning matrix.

References

A. Nishimura and M.A. Suchard (2022). Prior-preconditioned conjugate gradient method for accelerated Gibbs sampling in "large n, large p" Bayesian sparse regression. Journal of the American Statistical Association, 1-14.

mcmcsae documentation built on Oct. 11, 2023, 1:06 a.m.