beyondWhittle (version 0.18.1)

gibbs_pacf: Gibbs sampler of AR model with PACF parametrization

Description

Gibbs sampler of AR model with PACF parametrization

Usage

gibbs_pacf(data, Ntotal, burnin, Nadaptive = burnin,
  adaption.batchSize = 50, adaption.targetAcceptanceRate = 0.44, ar.order,
  sigma2.alpha = 0.001, sigma2.beta = 0.001, mu.prop = rep(0, ar.order),
  var.prop = rep(1/length(data), ar.order), psi.alpha = rep(1, ar.order),
  psi.beta = rep(1, ar.order))