scrBesag: Simultaneous credible band computation (Besag, Green et al...
In bfp: Bayesian Fractional Polynomials
scrBesag R Documentation
Simultaneous credible band computation (Besag, Green et al algorithm)
Description
Simultaneous credible band computation
Usage
scrBesag(samples, level=0.95)
Arguments
samples
m by n matrix where m is the number of parameters,
n is the number of samples and hence each (multivariate) sample is a column
in the matrix samples
level
the credible level (default: 0.95)
Details
Calculates a series of simultaneous credible bounds for one parameter type, following section 6.3 in the seminal paper "Bayesian computation and stochastic systems". The corresponding algorithm was invented by Peter Green.
Value
matrix with ‘lower’ and ‘upper’ rows
Author(s)
Thomas Kneib
References
J. Besag, P. Green, D. Higdon, K. Mengersen (1995):
Bayesian computation and stochastic systems,
Statistical Science 10/1, 3–41
bfp documentation built on March 19, 2024, 3:07 a.m.
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| scrBesag | R Documentation |
Simultaneous credible band computation (Besag, Green et al algorithm)
Description
Simultaneous credible band computation
Usage
scrBesag(samples, level=0.95)Arguments
samples |
m by n matrix where m is the number of parameters,
n is the number of samples and hence each (multivariate) sample is a column
in the matrix |
level |
the credible level (default: 0.95) |
Details
Calculates a series of simultaneous credible bounds for one parameter type, following section 6.3 in the seminal paper "Bayesian computation and stochastic systems". The corresponding algorithm was invented by Peter Green.
Value
matrix with ‘lower’ and ‘upper’ rows
Author(s)
Thomas Kneib
References
J. Besag, P. Green, D. Higdon, K. Mengersen (1995): Bayesian computation and stochastic systems, Statistical Science 10/1, 3–41
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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