update_pars {hurdlr} | R Documentation |
MCMC Third-Component Parameter Update Function for Hurdle Model Count Data Regression
Description
MCMC algorithm for updating the third-component likelihood
parameters in hurdle model regression using hurdle
.
Usage
update_pars(y, hurd, dist, like.part, a, b, size, lam, mu, xi, sigma, lam.acc,
mu.acc, xi.acc, sigma.acc, lam.tune, mu.tune, xi.tune, sigma.tune, g.x = F)
Arguments
y |
numeric response vector of observations within the bounds of the
third component of the likelihood function, |
hurd |
numeric threshold for 'extreme' observations of two-hurdle models. |
dist |
character specification of response distribution for the third component of the likelihood function. |
like.part |
numeric vector of the current third-component likelihood values. |
a |
shape parameter for gamma prior distributions. |
b |
rate parameter for gamma prior distributions. |
size |
size parameter for negative binomial likelihood distributions. |
lam |
current value for the poisson likelihood lambda parameter. |
mu |
current value for the negative binomial or log normal likelihood mu parameter. |
xi |
current value for the generalized pareto likelihood xi parameter. |
sigma |
current value for the generalized pareto likelihood sigma parameter. |
lam.acc , mu.acc , xi.acc , sigma.acc |
current MCMC values for third-component parameter acceptance rates. |
lam.tune , mu.tune , xi.tune , sigma.tune |
current MCMC tuning values for each third-component parameter. |
g.x |
logical operator. |
Value
A list of MCMC-updated likelihood estimator(s) for the third-component parameter(s) and each parameter's MCMC acceptance ratio.
Author(s)
Taylor Trippe <ttrippe@luc.edu>
Earvin Balderama <ebalderama@luc.edu>