GaussianNPMLSimulate: Get posterior draws for theta
In gregridgeway/hhsim: Hierarchical model simulation functions

Description Usage Arguments Details Value Author(s) See Also Examples

Simulates draws from f(theta|y) using a given empirical Bayes estimate for g(theta).

1	GaussianEBSimulate(Y, sigma2=rep(1,length(Y)),mu,alpha,size=100,verbose=FALSE)

`Y`	vector of data points
`sigma2`	vector of known variances
`mu`	vector of mass locations for g(theta)
`alpha`	vector of probability mass for each mu
`size`	number of Monte Carlo draws
`verbose`	indicator of whether to print progress information

Draws samples from f(theta|y) via Monte Carlo. Assumes that Y is normal with mean theta and variance sigma2.

`theta`	empirical Bayes posterior mean estimates of theta
`sigma2`	estimates of sigma2 (currently not estimated, assumed known)
`mu`	mass points from the NPML
`alpha`	probability mass for each mu

Greg Ridgeway gregr@rand.org

GaussianNPML,GaussianSBR

k <- 100
theta <- rnorm(k,0,1)
sigma <- rep(1,k)
Y <- rnorm(k,theta,sigma)

out.npml  <- GaussianNPML(Y,sigma^2)
GaussianEBSimulate(Y,sigma^2,mu=out.npml$mu,alpha=out.npml$alpha,size=100)