CGS.SMP.PE {BSGS}R Documentation

Posterior estimates of parameters.

Description

Calculate the posterior estimates of parameters based on the samples generated from the posterior distribution by the stochastic matching pursuit (SMP).

Usage

CGS.SMP.PE(CGS.SMP.Output)

Arguments

CGS.SMP.Output

A list of random samples for parameters

Value

A list is returned with estimates of regression coefficients, β, binary variables for variable selection, γ, and variance, σ^2.

Examples

## Not run: 
output = CompWiseGibbsSMP(Y, X, beta.value, r, tau2, rho, sigma2, nu, lambda, 
	num.of.inner.iter, num.of.iteration, MCSE.Sigma2.Given)
CGS.SMP.PE(output)

## End(Not run)


[Package BSGS version 2.0 Index]