sir {LearnBayes}

Sampling importance resampling

Description

Implements sampling importance resampling for a multivariate t proposal density.

Usage

sir(logf,tpar,n,data)

Arguments

logf

function defining logarithm of density of interest

tpar

list of parameters of multivariate t proposal density including the mean m, the scale matrix var, and the degrees of freedom df

n

number of simulated draws from the posterior

data

data and parameters used in the function logf

Value

matrix of simulated draws from the posterior where each row corresponds to a single draw

Author(s)

Jim Albert

Examples

data(cancermortality)
start=c(-7,6)
fit=laplace(betabinexch,start,cancermortality)
tpar=list(m=fit$mode,var=2*fit$var,df=4)
theta=sir(betabinexch,tpar,1000,cancermortality)