get_pmll_estim: Get estimates of the marginal likelihood values

In nickseedorff/pmmhLong: Pseudo-marginal Metroplis Hastings for Efficient Multivariate Longitudinal Poisson Regression

Description

Get estimates of the marginal likelihood values

Usage

get_pmll_estim(y_matrix, cov_mat, inv_cov_mat, mean_mat, nsim)

Arguments

y_matrix	outcome matrix where each column is a multivariate observation
cov_mat	latent GP covariance matrix
inv_cov_mat	latent GP precision matrix
mean_mat	linear predictors ommitting latent GP
nsim	scalar, number of importance samples

Value

vector

Examples

get_pmll_estim(y_mat, cov_mat, inv_cov_mat, mean_mat, nsim = 20)

nickseedorff/pmmhLong documentation built on Dec. 31, 2020, 12:05 a.m.