ououcirprior: Draw prior samples for OUOUCIR model

Description Usage Arguments Details Value Examples

View source: R/ouxy.r

Description

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

Usage

1
2
3
4
ououcirprior(
  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, (alpha.x.min, alpha.x.max) for alpha.x, (theta.x.min, theta.x.max) for theta.x, (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,α_x,θ_x, 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

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
prior.model.params<-c(0,3,0,3,-2,2,0,1,0,3,0,2,0,1.5,0,1)


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

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

"theta.x.min","theta.x.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")
ououcirprior(prior.model.params=prior.model.params,prior.reg.params=prior.reg.params)

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

Related to ououcirprior in ouxy...