oubmcirprior: Draw prior samples for OUBMCIR model

Description Usage Arguments Details Value Examples

View source: R/ouxy.r

Description

Simulate sample for parameters in OUBMCIR model given a set of hyper parameters

Usage

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oubmcirprior(
  prior.model.params = prior.model.params,
  prior.reg.params = prior.reg.params
)

Arguments

prior.model.params

A vectors of hyper parameters for model parameter containing (alpha.y.min, alpha.y.max) for alpha.y, (sigmasq.x.min, sigmasq.x.max) for sigmasq.x, (alpha.tau.min, alpha.tau.max) for alpha.tau, (theta.tau.min, theta.tau.max) for theta_tau, (sigmasq.tau.min, sigmasq.tau.max) for rate parameter of tau

prior.reg.params

A vector of hyper paramter for regression parameters. (b0.min,b0.max) for b0, (b1.min,b1.max) for b1, (b2.min,b2.max) for b2

Details

The function requires user to input hyper parameters for α_y,σ^2_x,α_τ, θ_τ,σ^2_τ and hyper parameters for regression parameters b_0,b_1,b_2 from uniform distribution with its minimum and maximum values.

Value

Returns the samples of model parameters and regression parameter

Examples

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prior.model.params<-c(0,3,0,3,0,1,0,3,0,2,0,1.5)


names(prior.model.params)<-c(

"alpha.y.min","alpha.y.max","sigmasq.x.min","sigmasq.x.max",

"alpha.tau.min","alpha.tau.max","theta.tau.min","theta.tau.max",

"sigmasq.tau.min","sigmasq.tau.max")
prior.reg.params<-c(-3, 3, -3, 3, -3, 3)
names(prior.reg.params)<-c("b0.min", "b0.max", "b1.min", "b1.max", "b2.min", "b2.max")
oubmcirprior(prior.model.params=prior.model.params,prior.reg.params=prior.reg.params)

ouxy documentation built on July 2, 2020, 4:05 a.m.

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