sample_theta_y: Sample theta_y in the mixed cumulative probit model

Description Usage Arguments Value Author(s)

View source: R/sample_theta_y.R

Description

sample_theta_y uses the adaptive Metropolis algorithm of Haario et al. 2001, https://projecteuclid.org/euclid.bj/1080222083, to sample the vector theta_y for the cumulative probit model.

Usage

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sample_theta_y(
  x,
  Y,
  hp,
  numSamp,
  burnIn,
  verbose = T,
  start = NA,
  fileName = NA,
  savePeriod = 1000,
  known = NA,
  varNames = NA
)

Arguments

x

Vector of indepenent variable observations

Y

Matrix of dependent variable observations

hp

Hyperparameters

numSamp

Number of samples

burnIn

Number of burn-in samples

verbose

Whether to print out information as the run proceeds [optional]

start

Starting value of theta_y_list for sampling [optional]

fileName

File name for saving [optional]

savePeriod

Period (of samples) for saving [optiona; default 1000]

known

Known values, a list with the field theta_y, which is also a list [optional]

varNames

Variable names for saving to file [optional]

Value

theta_y as a list

Author(s)

Michael Holton Price <MichaelHoltonPrice@gmail.com>


eehh-stanford/yada documentation built on June 18, 2020, 8:05 p.m.