| gammaproposal {Bayesiantreg} | R Documentation |
A proposal for gamma parameters
Description
Propose a value for the gamma parameters
Usage
gammaproposal(y, x, z, betas.ini, gammas.ini, gl.ini, gpri, Gpri)
Arguments
y |
object of class matrix, with the dependent variable |
x |
object of class matrix, with the variables for modelling the mean |
z |
object of class matrix, with the variables for modelling the variance |
betas.ini |
a vector with the previous proposal beta parameters |
gammas.ini |
a vector with the previous proposal gamma parameters |
gl.ini |
a vector with the previous proposal degrees of freedom parameter |
gpri |
a vector with the values of the mean of the prior of gamma. |
Gpri |
a matrix with the values of the variance of the prior of gamma. |
Details
Generate a proposal for the gamma parameters according to the model proposed by Marin and Cepeda-Cuervo (_).
Value
gammas.pro |
a number with the proposal for the gamma parameters. |
Author(s)
Margarita Marin mmarinj@unal.edu.co, Edilberto Cepeda-Cuervo ecepedac@unal.edu.co
References
1. Marin and Cepeda-Cuervo (_). A Bayesian regression model for the non-standardized t distribution with location, scale and degrees of freedom parameters. Unpublished
2. Cepeda-Cuervo E. (2001). Modelagem da variabilidade em modelos lineares generalizados. Unpublished Ph.D. tesis. Instituto de Matematicas. Universidade Federal do Rio do Janeiro.
3. Cepeda C., E. and Gamerman D. (2001). Bayesian Modeling of Variance Heterogeneity in Normal Regression Models. Brazilian Journal of Probability and Statistics. 14, 207-221