get_gamma_sample: Sample gamma from its full conditional distribution

In rtlemos/scallops: Lemos and Sanso' (2012) model, edited for speed

Description

Sample gamma from its full conditional distribution

Usage

get_gamma_sample(prior_mean, prior_precision, kernel_matrix, tau, y,
  return_mean = FALSE)

Arguments

prior_mean	Prior mean of gamma
prior_precision	Prior precision of gamma
kernel_matrix	DPC kernel matrix
tau	Sampled value of tau
y	Observation value(s)
return_mean	Provide full conditional mean as pseudo-sample?

Value

Either the full conditional mean of gamma or a sample of it

Examples

km = list(mat = Matrix::Diagonal(2, 1))
prior_pr = Matrix::Diagonal(2, 0.3)
tau = 5
post_pr = get_posterior_precision(prior_pr, km, tau)
get_gamma_sample(prior_mean = rep(0, 2), prior_precision = prior_pr, 
                 kernel_matrix = km, tau = tau, y = c(0.9, 0.7), return_mean = TRUE)

rtlemos/scallops documentation built on May 4, 2019, 7:43 p.m.