half_t_kernel: half_t_kernel

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

half_t_kernel

Description

Full blocked Gibbs kernel for half-t priors

Usage

half_t_kernel(
  X,
  X_transpose,
  y,
  a0 = 1,
  b0 = 1,
  std_MH = 0.8,
  xi_current,
  sigma2_current,
  beta_current,
  eta_current,
  approximate_algo_delta,
  nrepeats_eta = 1,
  verbose = FALSE,
  xi_fixed = FALSE,
  sigma2_fixed = FALSE,
  t_dist_df,
  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_current	current xi value (positive scalar)
sigma2_current	current sigma2 value (positive scalar)
beta_current	current beta value (vector of length p)
eta_current	current eta value (vector of length p)
approximate_algo_delta	approximate MCMC error (non-negative scalar)
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 for Half-t(v). Take v >=1.
xi_interval	support of prior distribution of xi

Value

(beta, eta, sigma2, xi) sampled from the half-t prior blocked Gibbs kernel

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