probitFit
generates MCMCM samples of Probit regression, following
the data-augmentation Gibbs sampler of Albert and Chib (1993).
Rquires truncnorm package to sample from truncated normal.
Assumes prior centered at 0, and diagonal prior covariance structure.
Assumes response y is coded as 0-1.
1 | probitFit(y, X, prior_var_vec, iters = 100)
|
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 |
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