reparareff: Reparameterized version of the one-way random effect model

In mcsm: Functions for Monte Carlo Methods with R

Description

This function proposes a reanalysis of the one-way random effect model processed in randomeff via a Gibbs sampler using another parameterization of the model in order to exhibit a different convergent behavior.

Usage

reparareff(nsim = 10^4, a = 10, b = 10)

Arguments

nsim	Number of Gibbs iterations
a	Common shape parameter for the inverted variances
b	Common scale parameter for the inverted variances

Value

This function produces a plot made of six acf output corresponding to the parameters mu, theta1, and theta2, both in the original parameterization and in the new one.

Author(s)

Christian P. Robert and George Casella

References

Chapter 7 of EnteR Monte Carlo Statistical Methods

See Also

randomeff

Examples

reparareff(10^4,a=1,b=1)

mcsm documentation built on May 2, 2019, 10:16 a.m.