sample_from_BMA_posterior: Sample from BMA posterior derived using the MASSIVE approach

In igbucur/MASSIVE: MASSIVE: Tractable and Robust Bayesian Learning of Many-Dimensional Instrumental Variable Models

Description

Sample from BMA posterior derived using the MASSIVE approach

Usage

sample_from_BMA_posterior(
  J,
  N,
  list_models,
  num_samples = 10000,
  log_sd = TRUE
)

Arguments

J	Integer number of candidate instruments.
N	Integer number of observations.
list_models	List of IV models found by running MASSIVE
num_samples	Integer number of samples to generate.
log_sd	Flag indicating whether scale parameters are given in log-scale.

Value

List containing samples from BMA posterior.

igbucur/MASSIVE documentation built on Oct. 26, 2020, 1:26 a.m.