RunScenario: Run a Gibbs Simulation

In gamalamboy/stresstest: Implement the ETI Stress Testing Simulation

Description

This is the main user function, designed to obtain posterior samples from the Normal-Wishart VAR model.

Usage

RunScenario(PATHS, iters = 40000, base_objs = NULL, burn = 10000, ...)

Arguments

PATHS	the PATHS variable to be used.
iters	the number of Gibbs iterations.
base_objs	an optional parameter providing the environment from CreateData. If NULL, the dataentry interface for .SelectPriors is activated.
burn	the number of burn-in samples to discard from the Gibbs Sampler.
...	additional parameters to be passed to CreateData.

Details

The main underlying functions are CreateData, which is used to set the environment, and Gibbs, which runs the Gibbs sampler. As a safety measure, one cannot run the Gibbs sampler without pre-specifying the base_objs argument; the function will return a pre-made base_objs for revision, and must be run with this environment for it to begin the sampling process.

Value

if base_objs is NULL, it will return the base environment for revision. If not, then a Gibbs object.

gamalamboy/stresstest documentation built on May 17, 2019, 1:33 p.m.