gibbs: Runs the Gibbs sampler

In fndemarqui/peppm: Piecewise Exponential Distribution with Random Time Grids

Description

Runs the Gibbs sampler

Usage

gibbs(
  U0,
  ftgrid,
  time,
  status,
  a_rates,
  b_rates,
  cohesion,
  a_beta,
  b_beta,
  npost,
  nburnin,
  nlag
)

Arguments

U0	vector of change point indicators
ftgrid	vector of indexes of distinct failure times
time	vector of observed failure times.
status	vector of failure indicators
a_rates	shape parameter of the gamma distribution (prior for failure rates).
b_rates	scale parameter of the gamma distribution (prior for failure rates).
cohesion	type of prior cohesion (1 to 4).
a_beta	shape1 parameter of the beta distribution (prior for p - cohesion 4).
b_beta	shape2 parameter of the beta distribution (prior for p - cohesion 4).
npost	desired posterior sample size
nburnin	number of iterations to be discarded.
nlag	number of jumps to eliminate autocorrelation of the chain.

Value

posterior sample

fndemarqui/peppm documentation built on June 29, 2020, 2:08 a.m.