Learn R Programming

LearnBayes (version 2.15.2)

robustt: Gibbs sampling for a robust regression model

Description

Implements Gibbs sampling for a robust t sampling model with location mu, scale sigma, and degrees of freedom v

Usage

robustt(y,v,m)

Value

mu

vector of simulated values of mu

s2

vector of simulated values of sigma2

lam

matrix of simulated draws of lambda, where each row corresponds to a single draw

Arguments

y

vector of data values

v

degrees of freedom for t model

m

the number of cycles of the Gibbs sampler

Author

Jim Albert

Examples

Run this code
data=c(-67,-48,6,8,14,16,23,24,28,29,41,49,67,60,75)
fit=robustt(data,4,1000)

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