postRho {skipTrack}

Sample a value from the full conditional posterior of rho

Description

In our model the data are drawn from LogN(mu_i + log(c_ij), tau_i). The prior for mu_i is given as N(mu, rho). This function draws from the conditional posterior of rho, given that the prior on rho is a uniform prior on the standard deviation.

Usage

postRho(muI, xib)

Arguments

muI

Numeric vector, log of individuals mean values.

xib

Numeric vector, result of X %*% Beta, same length as muI.

Value

Numeric