Sampling importance resampling
Implements sampling importance resampling for a multivariate t proposal density.
sir(logf,tpar,n,data)
logf |
function defining logarithm of density of interest |
tpar |
list of parameters of multivariate t proposal density including the mean m, the scale matrix var, and the degrees of freedom df |
n |
number of simulated draws from the posterior |
data |
data and parameters used in the function logf |
matrix of simulated draws from the posterior where each row corresponds to a single draw
Jim Albert
data(cancermortality) start=c(-7,6) fit=laplace(betabinexch,start,cancermortality) tpar=list(m=fit$mode,var=2*fit$var,df=4) theta=sir(betabinexch,tpar,1000,cancermortality)
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