BlockGibbsSampler.step2: The second step in the block Gibbs sampler search algorithm...

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

The second step in the block Gibbs sampler search algorithm in the iterations

Description

The second step in the block Gibbs sampler search algorithm in the iterations

Usage

BlockGibbsSampler.step2(
  y,
  x1,
  x2,
  H,
  kapp,
  tau,
  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 predictors in small groups
kapp	the number of selected predictors in first step
tau	the threshold to select the important predictors in second step
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 number of selected columns

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