BlockGibbsSampler.step1: The first step in the block Gibbs sampler search algorithm

In Kaukol/IBGS: Variable selection in ultrahigh dimensions using Gibbs sampler

The first step in the block Gibbs sampler search algorithm

Description

The first step in the block Gibbs sampler search algorithm

Usage

BlockGibbsSampler.step1(y, x1, x2, h, perm, len, k, gamma, p0, info, family)

Arguments

y	the response variable
x1	the non-important predictors
x2	the important predictors
h	the number of small groups
perm	the permutation of Gibbs sampler
len	the half number of generated samples
k	the tuning parameter
gamma	the parameter for extended BIC
p0	the number of all predictors
info	the selected model selection criterion
family	the type of model

Value

the marginal probability for each predictor

Kaukol/IBGS documentation built on June 17, 2024, 2:37 p.m.