sir: Sampling importance resampling

In bayesball/LearnBayes: Learning Bayesian Inference

Description

Implements sampling importance resampling for a multivariate t proposal density.

Usage

sir(logf,tpar,n,data)

Arguments

logf	function defining logarithm of density of interest
tpar	list of parameters of multivariate t proposal density including the mean m, the scale matrix var, and the degrees of freedom df
n	number of simulated draws from the posterior
data	data and parameters used in the function logf

Value

matrix of simulated draws from the posterior where each row corresponds to a single draw

Author(s)

Jim Albert

Examples

data(cancermortality)
start=c(-7,6)
fit=laplace(betabinexch,start,cancermortality)
tpar=list(m=fit$mode,var=2*fit$var,df=4)
theta=sir(betabinexch,tpar,1000,cancermortality)

bayesball/LearnBayes documentation built on May 11, 2019, 9:21 p.m.