gibbs_effective: Title Analysis of the mixing efficiency of Gibbs sampling.

In nathanxli/BayesPD: Bayesian Problem Driven

Description

Title Analysis of the mixing efficiency of Gibbs sampling.

Usage

gibbs_effective(sample_size, x, y, tau_beta_square, tau_c_square,
  confidence_interval = c(0.025, 0.975))

Arguments

sample_size	The sample size used in analyzing the mixing of Gibbs sampling.
x	The data set need to be analyzed.
y	The indicator vector of the data x.
tau_beta_square	Variance of the normal distribution of beta.
tau_c_square	Variance of the normal distribution of c.
confidence_interval	Confidence interval to be calculated.

Value

Confidence interval of beta, and the probability of beta being positive given \boldsymbol{x} and \boldsymbol{y}.

Examples

gibbs_effective(sample_size = 30000, x = divorce$V1, y = divorce$V2, 
tau_beta_square = 16, tau_c_square = 16)

nathanxli/BayesPD documentation built on June 18, 2020, 4:38 a.m.