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beyondWhittle (version 0.18.1)

gibbs_toggle_ar: Gibbs sampler for corrected parametric likelihood + Bernstein-Dirichlet mixture

Description

Gibbs sampler for corrected parametric likelihood + Bernstein-Dirichlet mixture

Usage

gibbs_toggle_ar(data, Ntotal, burnin, thin = 1, M = 1, g0.alpha = 1,
  g0.beta = 1, k.theta = 0.01, tau.alpha = 0.001, tau.beta = 0.001,
  kmax = 100, L = max(20, length(data)^(1/3)), corrected = TRUE,
  prior.q = FALSE, alpha.toggle = F, toggle = FALSE, Nadaptive = 0,
  adaption.batchSize = 50, adaption.targetAcceptanceRate = 0.44,
  mu.prop = NULL, var.prop.rho = NULL, AR.fit = NULL, MA.fit = NULL,
  dist = "normal", kurt.toggle = TRUE, kurt.lambda = 0.1,
  kurt.thresh = 6/96, kurt.star.alpha = NULL, kurt.star.beta = NULL,
  kurt.fit = NULL, beta.toggle = F, beta.alpha = 2,
  beta.beta = beta.alpha/2, beta.fit = NULL, rho.alpha = rep(1,
  length(mu.prop)), rho.beta = rep(1, length(mu.prop)))

Arguments