PieceExpIntensity2 {PieceExpIntensity}

C++ Sampling Function for MCMC

Description

C++ Sampling Function used in the PieceExpIntensity function.

Usage

PieceExpIntensity2(Y, Rates, B, Poi)

Arguments

Y

Vector containing observed event times.

Rates

Vector containing poisson count intensities.

B

Number of iterations to run the MCMC with half burned in.

Poi

Prior mean number of split points,

Value

A list of all posterior quantities.

Examples

B=1000
n=100
Y=rexp(n,1)
Rates=Y
Rates[Y<.5]=rpois(sum(Y<.5),20)
Rates[Y>.5]=rpois(sum(Y>.5),3)
Poi=10
PieceExpIntensity2(Y,Rates,B,Poi)