gibbs: Draw Gibbs Samples

In eheinzen/gibbs.utils: Utilities for Gibbs Sampling

Draw Gibbs Samples

Description

Sample from the posterior conditional on all but one parameter (at a time).

Usage

gs_matlm_beta(
  beta,
  ...,
  a0 = rep_len(-Inf, length(beta)),
  b0 = rep_len(Inf, length(beta)),
  params.only = FALSE
)

Arguments

beta	the coefficients on X
...	Passed through to conj_matlm_beta
a0, b0	Optional limits of truncation for a truncated normal prior.
params.only	Should just a list of the updated parameters be returned?

eheinzen/gibbs.utils documentation built on Sept. 27, 2024, 9:03 p.m.