sample_params_mean: Sample the parameters for a simple mean-only model

In drkowal/rSTAR: MCMC and EM algorithms for Simultaneous Transformation and Rounding (STAR) Models

Sample the parameters for a simple mean-only model

Description

Sample the parameters for the model y ~ N(mu0, sigma^2) with a flat prior on mu0 and sigma ~ Unif(0, A).

Usage

sample_params_mean(y, params)

Arguments

y	n x 1 vector of data
params	the named list of parameters containing mu: vector of conditional means (fitted values) sigma: the conditional standard deviation coefficients: a named list of parameters that determine mu

Value

The updated named list params with draws from the full conditional distributions of sigma and coefficients (and updated mu).

Note

The only parameter in coefficients is mu0. Although redundant here, this parametrization is useful in other functions.

Examples

# Example:
y = 1:10
params0 = init_params_mean(y)
params = sample_params_mean(y = y, params = params0)
names(params)

drkowal/rSTAR documentation built on July 5, 2023, 2:18 p.m.