sampleGlobalErrorVarianceOneIteration {stochtree} | R Documentation |
Sample one iteration of the (inverse gamma) global variance model
Description
Sample one iteration of the (inverse gamma) global variance model
Usage
sampleGlobalErrorVarianceOneIteration(residual, dataset, rng, a, b)
Arguments
residual |
Outcome class |
dataset |
ForestDataset class |
rng |
C++ random number generator |
a |
Global variance shape parameter |
b |
Global variance scale parameter |
Value
None
Examples
X <- matrix(runif(10*100), ncol = 10)
y <- -5 + 10*(X[,1] > 0.5) + rnorm(100)
y_std <- (y-mean(y))/sd(y)
forest_dataset <- createForestDataset(X)
outcome <- createOutcome(y_std)
rng <- createCppRNG(1234)
a <- 1.0
b <- 1.0
sigma2 <- sampleGlobalErrorVarianceOneIteration(outcome, forest_dataset, rng, a, b)
[Package stochtree version 0.1.1 Index]