lapl_aprx {bayesdistreg} | R Documentation |
Laplace approximation of posterior to normal
Description
This function generates mode and variance-covariance for a normal proposal distribution for the bayesian logit.
Usage
lapl_aprx(y, x, glmobj = FALSE)
Arguments
y |
the binary dependent variable y |
x |
the matrix of independent variables. |
glmobj |
logical for returning the logit glm object |
Value
val A list of mode variance-covariance matrix, and scale factor for proposal draws from the multivariate normal distribution.
Examples
y = indicat(faithful$waiting,mean(faithful$waiting))
x = scale(cbind(faithful$eruptions,faithful$eruptions^2))
gg<- lapl_aprx(y,x)
[Package bayesdistreg version 0.1.0 Index]