bvar: Gibbs sampler to implement a first order bvar model

View source: R/bmrvarx_da.R

bvarR Documentation

Gibbs sampler to implement a first order bvar model

Description

Gibbs sampler to implement a first order bvar model

Usage

bvar(
  formula,
  data,
  sig_prior = 1e+06,
  nsim = 1000,
  burn_in = 100,
  thin = 10,
  seed = 14
)

Arguments

formula

an object of class "formula"; a symbolic description of the model to be fitted

data

a dataframe containing outcome variables, covariates, and a patient or subject identifier

sig_prior

scalar, prior variance on the regression coefficients

nsim

positive integer, number of iterations with default of 1000

burn_in

positive integer, number of iterations to remove with default of 100

thin

positive integer, specifiers the period of saving samples. Default of 10

seed

positive integer, seed for random number generation

Value

bmrvarx


nickseedorff/bmrarm documentation built on April 17, 2025, 9:43 p.m.