gibbs: Runs the Gibbs sampler

In peppm: Piecewise Exponential Distribution with Random Time Grids

Description

Runs the Gibbs sampler

Usage

gibbs(
  U0,
  ftgrid,
  time,
  status,
  a_rates,
  b_rates,
  cohesion,
  a_beta,
  b_beta,
  npost,
  nburnin,
  nlag
)

Arguments

U0	vector of change point indicators
ftgrid	vector of indexes of distinct failure times
time	vector of observed failure times.
status	vector of failure indicators
a_rates	shape parameter of the gamma distribution (prior for failure rates).
b_rates	scale parameter of the gamma distribution (prior for failure rates).
cohesion	type of prior cohesion (1 to 4).
a_beta	shape1 parameter of the beta distribution (prior for p - cohesion 4).
b_beta	shape2 parameter of the beta distribution (prior for p - cohesion 4).
npost	desired posterior sample size
nburnin	number of iterations to be discarded.
nlag	number of jumps to eliminate autocorrelation of the chain.

Value

posterior sample

peppm documentation built on July 1, 2020, 8:56 p.m.