BSGS (version 2.0)

CGS.SMP.PE: Posterior estimates of parameters.

Description

Calculate the posterior estimates of parameters based on the samples generated from the posterior distribution by the stochastic matching pursuit (SMP).

Usage

CGS.SMP.PE(CGS.SMP.Output)

Arguments

CGS.SMP.Output

A list of random samples for parameters

Value

$\beta$, binary variables for variable selection, $\gamma$, and variance, $\sigma^2$.

Examples

## Not run: 
# output = CompWiseGibbsSMP(Y, X, beta.value, r, tau2, rho, sigma2, nu, lambda, 
# 	num.of.inner.iter, num.of.iteration, MCSE.Sigma2.Given)
# CGS.SMP.PE(output)
# ## End(Not run)