Description Usage Arguments Details Value Author(s)
update Variance by sampling from a scaled inverse Chi-square distribution with using prior information on sigma
1 2 | updateSigmaByGibbsSamplingInvchisq(theta, argsFUpdateBlock = NULL,
fResid, nu0 = 0, sigma20, ...)
|
theta |
numeric vector: current state that is used in density function of the block |
argsFUpdateBlock |
list with possible component |
fResid |
function to calculate residuals between prediction and observations, must return a numeric vector |
nu0 |
weight of prior: equivalent number of observations, defaults to no prior (zero obs) |
sigma20 |
prior estimate of variance, needs to be specified only when giving nu0 different from zero |
... |
further arguemnts to fResid |
Gelman et al., 2003, p.51: Estimating variance with known mean.
See the vignette on unknown observation uncertainty.
list with components
accepted |
boolean scalar: if step was accepted |
xC |
numeric vector: components of position in parameter space that are being updated |
intermediate |
new intermediate state, if provided by fResid |
Thomas Wutzler
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