Bliss_Gibbs_Sampler {bliss} R Documentation

## Bliss_Gibbs_Sampler

### Description

A Gibbs Sampler algorithm to sample the posterior distribution of the Bliss model.

### Usage

Bliss_Gibbs_Sampler(data, param, verbose = FALSE)


### Arguments

 data a list containing: ya numerical vector, the outcome values y_i. xa list of matrices, the qth matrix contains the observations of the qth functional covariate at time points given by grids. gridsa list of numerical vectors, the qth vector is the grid of time points for the qth functional covariate. param a list containing: Qan integer, the number of functional covariates. iteran integer, the number of iterations of the Gibbs sampler algorithm. Ka vector of integers, corresponding to the numbers of intervals for each covariate. pan integer, the number of time points. basisa character (optional). The possible values are "uniform" (default), "epanechnikov", "gauss" and "triangular" which correspond to different basis functions to expand the coefficient function and the functional covariates phi_la numerical (optional). An hyperparameters related to the exponential prior on the length of the intervals. Lower values promotes wider intervals. verbose_cppa boolean value (optional). Write stuff from the Rcpp scripts if TRUE. verbose write stuff if TRUE (optional).

### Value

a list containing :

trace

a matrix, the trace of the Gibbs Sampler.

param

a list containing parameters used to run the function.

### Examples


param_sim <- list(Q=1,n=25,p=50,grids_lim=list(c(0,1)),iter=2e2,K=2)
data_sim <- sim(param_sim,verbose=FALSE)
res_Bliss_Gibbs_Sampler <- Bliss_Gibbs_Sampler(data_sim,param_sim)
theta_1 <- res_Bliss_Gibbs_Sampler\$trace[1,]
theta_1



[Package bliss version 1.1.1 Index]