strucPriorT: MCMC algorithm for the estimation of local model

In shariq-mohammed/stSpikeSlabEEG: Classification Models For Electroencephalography Data

Description

Gibbs sampling, and slice sampling within Gibbs sampling for a local model

Usage

strucPriorT(
  y,
  X,
  c_init,
  beta_init,
  zeta_init,
  nusq_init,
  l_init,
  prior.mu,
  prior.Delta,
  v0,
  a1,
  a2,
  q,
  Nmcmc,
  ind
)

Arguments

y	binary response n values
X	data at time t - dimension n x L
c_init	initial value for c
beta_init	initial values for β
zeta_init	initial values for ζ
nusq_init	initial values for ν^2
l_init	initial value for λ
prior.mu	prior mean for λ
prior.Delta	prior covariance for λ
v0	hyperparameter v0
a1	hyperparameter a1
a2	hyperparameter a2
q	hyperparameter q
Nmcmc	number of MCMC samples to generate
ind	indices of MCMC samples to use

Examples

strucPriorT()

shariq-mohammed/stSpikeSlabEEG documentation built on Aug. 2, 2020, 11:44 a.m.