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LearnBayes (version 2.15.2)

blinreg: Simulation from Bayesian linear regression model

Description

Gives a simulated sample from the joint posterior distribution of the regression vector and the error standard deviation for a linear regression model with a noninformative or g prior.

Usage

blinreg(y,X,m,prior=NULL)

Value

beta

matrix of simulated draws of beta where each row corresponds to one draw

sigma

vector of simulated draws of the error standard deviation

Arguments

y

vector of responses

X

design matrix

m

number of simulations desired

prior

list with components c0 and beta0 of Zellner's g prior

Author

Jim Albert

Examples

Run this code
chirps=c(20,16.0,19.8,18.4,17.1,15.5,14.7,17.1,15.4,16.2,15,17.2,16,17,14.1)
temp=c(88.6,71.6,93.3,84.3,80.6,75.2,69.7,82,69.4,83.3,78.6,82.6,80.6,83.5,76.3)
X=cbind(1,chirps)
m=1000
s=blinreg(temp,X,m)

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