contLikMCMC | R Documentation |
calcMCMC provides samples from the posterior distribution of the model parameters
contLikMCMC(
mlefit,
niter = 10000,
delta = 2,
verbose = TRUE,
seed = NULL,
usePhi = FALSE,
mcmcObj = NULL
)
mlefit |
Fitted object using calcMLE |
niter |
Number of samples in the MCMC-sampling. |
delta |
A numerical parameter to scale with the covariance function Sigma. Default is 2. Should be higher to obtain lower acception rate. |
verbose |
Whether printing simulation progress. Default is TRUE |
seed |
The user can set seed if wanted |
usePhi |
Whether the transformed domain of the parameters (phi) should be used instead. This affects the priors! |
mcmcObj |
An object from contLikMCMC output |
The procedure also uses the samples to approximate the marginal likelihood used for Bayes Factor
The Metropolis Hastings routine uses following proposal: Multivariate Normal distribution with mean 0 and covariance as delta multiplied with the inverse negative hessian with MLE inserted. Marginalized likelihood (Bayesian) is estimated using Metropolis Hastings with the "GD-method, Gelfand and Dey (1994).
ret A list (logmargL,posttheta,postlogL,logpX,accrat) where logmargL is Marginalized likelihood, posttheta is the posterior samples, postlogL is log-likelihood values
Oyvind Bleka
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