get_tau_sample: Sample tau from its full conditional distribution

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

Description

Sample tau from its full conditional distribution

Usage

get_tau_sample(kernel_matrix, gamma, y, prior_tau_a, prior_tau_b,
  return_mean = FALSE)

Arguments

kernel_matrix	DPC kernel matrix
gamma	Sample of gamma
y	Observation values
prior_tau_a	Prior shape parameter
prior_tau_b	Prior rate parameter
return_mean	Provide full conditional mean as pseudo-sample?

Value

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

Examples

km = list(mat = Matrix::Diagonal(2, 1))
get_tau_sample(kernel_matrix = km, gamma = c(0.849, 0.66), y = c(0.9, 0.7), 
               prior_tau_a = 2, prior_tau_b = 2, return_mean = TRUE)
                 

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