log_ratio_approx: log_ratio_approx

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

log_ratio_approx

Description

Unnormalized posterior pdf of log(xi) for approximate MCMC

Usage

log_ratio_approx(xi, eta, X, X_transpose, y, a0, b0, active_set, xi_interval)

Arguments

xi	positive scalar
eta	length p vector
X	n by p matrix
X_transpose	Pre-calculated transpose of X
y	length n vector
a0	positive scalar
b0	positive scalar
active_set	length p vector of booleans
xi_interval	support of prior distribution of xi

Value

Unnormalized posterior pdf of log(xi)

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