sample_ref_std: Sample the standard deviation of subject random effects

In zhifeiyan/WeibullHM: A Gibbs Sampler of a Bayesian Weibull Hidden Markov Model

Description

Produce a Gibbs sample of the standard deviation of subject random effects in a state

Usage

sample_ref_std(alpha, ref_std, s, nsubj, prior_hc_scale, prop_std)

Arguments

alpha	a matrix of current update of subject random effects
ref_std	current value of the standard deviations of subject random effects
s	a specific state
nsubj	total number of subjects
prior_hc_scale	scale parameter of half-Cauchy prior
prop_std	random walk proposal standard deviation

Value

A vector whose first element is a Gibbs sample and second element is a binary indicator value of acceptance or rejection of the proposed sample in random walk Metropolis–Hastings algorithm

zhifeiyan/WeibullHM documentation built on May 4, 2019, 11:21 p.m.