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BTYDplus (version 0.7.0)

pggg.mcmc.DrawParameters: Hierarchical Bayes implementation of Pareto/GGG

Description

Returns 2-element list level_1: 3-dim array [draw x parameter x cust] wrapped as coda::mcmc.list object level_2: 2-dim array [draw x parameter] wrapped as coda::mcmc.list object

Usage

pggg.mcmc.DrawParameters(cal.cbs, mcmc = 2500, burnin = 500, thin = 50,
  chains = 2, mc.cores = NULL, param_init = NULL, trace = 100)

Arguments

cal.cbs

data.frame with columns x, t.x, T.cal, litt; e.g. output of elog2cbs

mcmc

number of MCMC steps

burnin

number of initial MCMC steps which are discarded

thin

only every thin-th MCMC step will be returned

chains

number of MCMC chains to be run

mc.cores

number of cores to use in parallel (Unix only); defaults to min(chains, detectCores())

param_init

list of 2nd-level parameter start values

trace

print logging step every trace iteration

Value

2-element list:

  • level_1list of mcmc.list objects; one for each customer, containing individual-level draws

  • level_2mcmc.list object containing draws of heterogeneity parameters

See Also

link{pggg.GenerateData} mcmc.PAlive mcmc.DrawFutureTransactions elog2cbs