GaussianT: Gaussian-t hierarchical model

In gregridgeway/hhsim: Hierarchical model simulation functions

Description

Simulates from the posterior of a Gaussian-t model.

Usage

# Susan: fix the parameters here to match the R function
GaussianT(Y,
	  sigma2=rep(1,length(Y)),
          nDraws=100,
          s1=0.001,s2=0.001,
          a=0,A=1000,
          t1=0.001,t2=0.001,nu=7)

Arguments

Y	a vector of numbers
sigma2	vector of σ2_i
nDraws	number of MCMC draws
s1,s2	prior parameters for σ^-2
a,A	mean and variance of the prior for m, the mean of the thetas
t1,t2	prior parameters for τ^-2
nu	degrees of freedom of the t-distribution

Details

No details now.

Value

GaussianT is still being tested.

Author(s)

Susan Paddock [e-mail]

See Also

GaussianGaussian

Examples

N <- 20 
Y <- rnorm(N,0,1)
niter=10
sigma2 <- rep(1,N)
tmp=GaussianT(Y,sigma2,niter,nu=6)

gregridgeway/hhsim documentation built on May 17, 2019, 8:36 a.m.