View source: R/BalReg_probit_mcmc.R
This is the MCMC set up for Balance Regression with binary outcome. The three major steps are: initialize with z sample y*|z,y update z
1 2 | BalReg_probit_mcmc(beta0, V0, w1, w2, Y, X, verbose, iter, start,
filename = "log.txt")
|
beta0 |
mean of a multivariate normal distribution which is the prior distribution for regression coefficients |
V0 |
diagnol elements of the variance-covariance matrix of a multivariate normal distribution which is the prior distribution for regression coefficients |
w1, w2 |
parameter of prior distribution for the balance configuration vector z |
Y |
outcome vector |
X |
compositional matrix |
verbose |
boolean; indicating whether the program will output verbose progress report |
iter |
total number of iteration to run |
start |
starting value of Balance configuration vector z |
filename |
name of the file to output verbose progress, default to log.txt |
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