BTRR_GGM_griddy_Gibbs_alpha: Griddy Gibbs draw for alpha

In danieladamspencer/bayestensorreg: Bayesian Tensor Regression

Griddy Gibbs draw for alpha

Description

Griddy Gibbs draw for alpha

Usage

BTRR_GGM_griddy_Gibbs_alpha(
  g,
  M,
  p,
  TT,
  Rank,
  cov_Metro,
  alpha.g,
  betas,
  W,
  Xi,
  tau,
  a.tau,
  b.tau,
  d,
  input,
  sig2y
)

Arguments

g	region index
M	number of samples per proposal
p	region tensor dimensions
TT	number of time steps
Rank	model rank
cov_Metro	Metropolis covariance
alpha.g	grid of possible values for alpha
betas	tensor decomposition components
W	beta individual variances
Xi	variance rank weight stick breaks
tau	region-wide variance
a.tau	hyperparameter
b.tau	hyperparameter
d	region-subject intercepts
input	input data
sig2y	observation variance

Value

a scalar value for alpha

danieladamspencer/bayestensorreg documentation built on July 23, 2024, 10:14 a.m.