bridge.3samples(sample1,sample2,sample3,B=1000,min.iter=0,batch=10,mcmc.obj=NULL,all.out=TRUE,verbose=FALSE,log=FALSE,robust=TRUE)min.iter should be less than
B.
batch-th iteration will be stored.bridge.2samples. mcmc.obj can be used to initialized the MCMC.
If no mcmc.obj, the MCMC is initialized to the least squares estimates.all.out is FALSE, only the posterior
mean is output. This could be used to save memory. robust==TRUE) or a Gaussian model (robust==TRUE) should be used. In the case of the t-model, the degrees of freedoms are estimated.bridge3 containing the sampled values from the
posterior distribution.
bridge.2samplessample1<-matrix(exp(rnorm(150)),50,3)
sample2<-matrix(exp(rnorm(200)),50,4)
sample3<-matrix(exp(rnorm(150)),50,3)
mcmc.bridge3<-bridge.3samples(sample1,sample2,sample3,B=10,min.iter=0,batch=10,mcmc.obj=NULL,all.out=TRUE,verbose=FALSE,robust=TRUE)
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