bound_par_cor {thames} | R Documentation |
Bounded parameter correction
Description
Computes Monte Carlo estimate of the bounded parameter correction to THAMES
Usage
bound_par_cor(theta_hat, sigma_svd, bound, radius, n_simuls = 1e+05)
Arguments
theta_hat |
center of the ellipsoid A. |
sigma_svd |
Singular value decomposition (SVD) of the posterior covariance matrix used to define A. |
bound |
Function calculating membership of a point in the posterior support. |
radius |
positive number, radius determining the ellipsoid A |
n_simuls |
Integer, number of Monte Carlo simulations to use in the calculation. |
Value
A number in [0,1] estimating of the proportion of the volume of A contained in the posterior support.
Examples
theta_ext <- runif(100)
theta_ins <- runif(100) / 100
[Package thames version 0.1.2 Index]