LearnBayes: blinreg – R documentation

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blinreg

Simulation from Bayesian linear regression model

Description

Gives a simulated sample from the joint posterior distribution of the regression vector and the error standard deviation for a linear regression model with a noninformative or g prior.

Usage

blinreg(y,X,m,prior=NULL)

Arguments

`y`	vector of responses
`X`	design matrix
`m`	number of simulations desired
`prior`	list with components c0 and beta0 of Zellner's g prior

Value

`beta`	matrix of simulated draws of beta where each row corresponds to one draw
`sigma`	vector of simulated draws of the error standard deviation

Author(s)

Jim Albert

Examples

chirps=c(20,16.0,19.8,18.4,17.1,15.5,14.7,17.1,15.4,16.2,15,17.2,16,17,14.1)
temp=c(88.6,71.6,93.3,84.3,80.6,75.2,69.7,82,69.4,83.3,78.6,82.6,80.6,83.5,76.3)
X=cbind(1,chirps)
m=1000
s=blinreg(temp,X,m)

LearnBayes

Functions for Learning Bayesian Inference

v2.15.1

GPL (>= 2)

Authors