compute_MC_draws_mvt {BayesRegDTR} | R Documentation |
Compute Monte Carlo Draws from Multivariate Dataset
Description
Obtain Monte Carlo draws from posterior distribution of stagewise regression parameters
Usage
compute_MC_draws_mvt(
Data,
tau,
num_treats,
B,
nu0 = 3,
V0 = mapply(diag, p_list, SIMPLIFY = FALSE),
alph,
gam,
p_list,
showBar = TRUE
)
Arguments
Data |
Observed data organised as a list of |
tau |
Prior precision scale. Should be specified with a small value |
num_treats |
Vector of number of treatment options at each stage |
B |
Number of MC draws |
nu0 |
Inverse-Wishart degres of freedom. default: 3 |
V0 |
Inverse-Wishart scale matrix. default: diagonalisation of p_list |
alph |
Inverse-Gamma prior shape parameter for regression error variance of y. default: 1 |
gam |
Inverse-Gamma prior rate parameter for regression error variance of y. default: 1 |
p_list |
Vector of dimension for each stage |
showBar |
Whether to show a progress bar. Uses bar from progress_bar deafult: TRUE |
Value
Monte Carlo draws??? A list containing:
sigmat_B_list: Desc. A list of length num_stages with each element a vector of size B x p_t
Wt_B_list: Desc. A list of length num_stages with each element a matrix of size B x p_t
beta_B: Desc. A list of length B
sigmay_2B: Desc. A list of length B