bayesianRegression: MCMC Samples of Bayesian Linear Regression

Description Usage Arguments

Description

bayesianRegression generates MCMC samples from Bayesian Linear Regression. Assumes prior mean centered at 0. Written by Daniel Kirsner

Usage

1
bayesianRegression(y, X, prior_var_vec, iters = 100)

Arguments

y

<nX1> observed data vector

X

<nXp> design matrix (takes objects of class matrix or sparce Matrix)

prior_var_vec

<px1> prior variance vector

iters

Integer; number of desired output iterations


dhelkey/dgrank documentation built on May 12, 2019, 5:24 p.m.