gibbser3: Gibbs Sampler with Bayesian Inference

In joemckean/mathstat: Introduction to Mathematical Statistics R Package

Description

This function computes the Gibbs sampler routine as discussed on page 677, but with Bayesian influence integrated. The input parameter alpha is the parameter in the joint distribution of the random vector (X, Y) which is given in the example. The value of m is the number of initial runs of the sampler for achieving equilibrium; then the next (n * m) runs are recorded and returned in the R vectors x2 and y2. The paired items (x2, i) & (y2, i) are the variates for random vector (X, Y).

Usage

gibbser3(alpha, beta = 0, nt = 0, m = 0, n = 1)

Arguments

alpha	test statistic applied in algorithm
beta	the constraint value on the algorithm
nt	NEED INFO
m	length of returned variables x1 and y1
n	length of returned variables x2 and y2

Value

A list of two streams of iid random variables. The first pair is of length m and the second of length n.

References

Hogg, R., McKean, J., Craig, A. (2018) Introduction to Mathematical Statistics, 8th Ed. Boston: Pearson.

See Also

gibbser2() for more details on the Gibbs sampler routine described on page 677.

Examples

gibbser3(alpha = 10, beta = 4, nt = 100, m = 30, n = 60)
gibbser3(alpha = 12, beta = 4, nt = 100, m = 40, n = 100)

joemckean/mathstat documentation built on May 30, 2019, 2:01 p.m.