coupled_half_t_kernel: coupled_half_t_kernel

In niloyb/CoupledHalfT: What the package does (short line)

coupled_half_t_kernel

Description

Coupled blocked Gibbs kernel for half-t priors

Usage

coupled_half_t_kernel(
  X,
  X_transpose,
  y,
  a0 = 1,
  b0 = 1,
  std_MH = 0.8,
  xi_1_current,
  xi_2_current,
  sigma2_1_current,
  sigma2_2_current,
  beta_1_current,
  beta_2_current,
  eta_1_current,
  eta_2_current,
  approximate_algo_delta = 0,
  epsilon_eta = 0.5,
  epsilon_xi = Inf,
  epsilon_sigma2 = Inf,
  nrepeats_eta = 1,
  verbose = FALSE,
  xi_fixed = FALSE,
  sigma2_fixed = FALSE,
  t_dist_df,
  two_scale = TRUE,
  xi_interval
)

Arguments

X	n by p matrix
X_transpose	Pre-calculated transpose of X
y	length n vector
a0	positive scalar
b0	positive scalar
std_MH	standard deviation of log-normal MH proposal
xi_1_current, xi_2_current	current xi values (positive scalar)
sigma2_1_current, sigma2_2_current	current sigma2 values (positive scalar)
beta_1_current, beta_2_current	current beta values (vector of length p)
eta_1_current, eta_2_current	current eta values (vector of length p)
approximate_algo_delta	approximate MCMC error (non-negative scalar)
epsilon_eta	eta common random numbers/ maximal coupling coupling threshold
epsilon_xi	xi common random numbers/ maximal coupling coupling threshold
epsilon_sigma2	sigma2 common random numbers/ maximal coupling coupling threshold
nrepeats_eta	number of slice sampling steps
verbose	boolean for printing/ not printing run time
xi_fixed	boolean for fixing / not fixing xi
sigma2_fixed	boolean for fixing / not fixing sigma2
t_dist_df	degree of freedom v>=1 for Half-t(v).
xi_interval	support of prior distribution of xi

Value

(beta1, beta2, eta1, eta2, sigma2_1, sigma2_2, xi1, xi2, metric_d)

niloyb/CoupledHalfT documentation built on Aug. 31, 2022, 2:35 a.m.