pimax: Monte Carlo approximation of a probit posterior marginal
In mcsm: Functions for Monte Carlo Methods with R
Description
Usage
Arguments
Value
Author(s)
References
See Also
Examples
Description
This function represents the variability of a Monte Carlo approximation
to the posterior distribution of the intercept of a probit model. The data
used in this example is the Pima indian Pima.tr dataset. The
function produces three plots, the top one being based on a single simulated
sample for all values of the intercept along with the Monte Carlo variability
estimated by 100 repeated calls, the medium one being based on iid simulated samples
for for all values of the intercept along with the corresponding Monte
Carlo variability and the bottom one being obtained by numerical integration.
Usage
1
pimax(Nsim = 10^3)
Arguments
Nsim
Number of simulations in all Monte Carlo experiments
Value
Return three plots
Author(s)
Christian P. Robert and George Casella
References
From Chapter 5 of EnteR Monte Carlo Statistical Methods
See Also
Pima.tr,pimamh
Examples
1
## Not run: pimax()
mcsm documentation built on May 2, 2019, 10:16 a.m.
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Description Usage Arguments Value Author(s) References See Also Examples
Description
This function represents the variability of a Monte Carlo approximation
to the posterior distribution of the intercept of a probit model. The data
used in this example is the Pima indian Pima.tr dataset. The
function produces three plots, the top one being based on a single simulated
sample for all values of the intercept along with the Monte Carlo variability
estimated by 100 repeated calls, the medium one being based on iid simulated samples
for for all values of the intercept along with the corresponding Monte
Carlo variability and the bottom one being obtained by numerical integration.
Usage
1 | pimax(Nsim = 10^3)
|
Arguments
Nsim |
Number of simulations in all Monte Carlo experiments |
Value
Return three plots
Author(s)
Christian P. Robert and George Casella
References
From Chapter 5 of EnteR Monte Carlo Statistical Methods
See Also
Pima.tr,pimamh
Examples
1 | ## Not run: pimax()
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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