tmvn_gibbs_rej: Gibbs step for truncated multivariate normal

In nickseedorff/bmrarm: Bayesian Mixed Response Autoregressive Models

Gibbs step for truncated multivariate normal

Description

Gibbs step for truncated multivariate normal

Usage

tmvn_gibbs_rej(
  y_current,
  mean,
  lower,
  upper,
  locs,
  loc_length,
  pre_calcs,
  max_iter,
  N_burn_trunc
)

Arguments

y_current	continuous outcome values
mean	mean vector of multivariate normal
lower	scalar, lower truncation bound
upper	scalar, upper truncation bound
locs	vector of locations to sample
loc_length	length of locs
pre_calcs	list of conditional means and covariance matrices
max_iter	integer, maximum number of rejection sampler attempts
N_burn_trunc	integer, number of Gibbs burn-in iterations

Value

list

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