GibbsSamplerStep: Gibbs sampler search algorithm

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

Gibbs sampler search algorithm

Description

Gibbs sampler search algorithm

Usage

GibbsSamplerStep(y, x1, x2, s.model, perm, len, k, gamma, p0, info, family)

Arguments

y	the response variable
x1	the non-important predictors
x2	the important predictors
s.model	the start model
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

a matrix of generated candidate model samples

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