tobit.lambda.log.full.cond | R Documentation |
Full conditional for transformation parameter lambda of the Tobit model. This is used in the Metropolis-Hastings step of the MCMC algorithm.
tobit.lambda.log.full.cond(y, z, tau2, lambda)
y |
Observed data. |
z |
Latent Gaussian variable. |
tau2 |
Value of variance (corresponds to nugget effect). |
lambda |
Value of transformation parameter lambda. |
Value of evaluated full conditional for transformation parameter lambda.
Fabio Sigrist
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