blinreg {LearnBayes}

Simulation from Bayesian linear regression model

Description

Gives a simulated sample from the joint posterior distribution of the regression vector and the error standard deviation for a linear regression model with a noninformative or g prior.

Usage

blinreg(y,X,m,prior=NULL)

Arguments

y

vector of responses

X

design matrix

m

number of simulations desired

prior

list with components c0 and beta0 of Zellner's g prior

Value

beta

matrix of simulated draws of beta where each row corresponds to one draw

sigma

vector of simulated draws of the error standard deviation

Author(s)

Jim Albert

Examples

chirps=c(20,16.0,19.8,18.4,17.1,15.5,14.7,17.1,15.4,16.2,15,17.2,16,17,14.1)
temp=c(88.6,71.6,93.3,84.3,80.6,75.2,69.7,82,69.4,83.3,78.6,82.6,80.6,83.5,76.3)
X=cbind(1,chirps)
m=1000
s=blinreg(temp,X,m)