sigma_sampler

<p>This class samples nuisance parameter which an inverse Gamma prior from the conditional posterior.
Use the sigma_priors class for setup.</p>

Bayesian estimation of spatial weight matrices in spatial
econometric panel models. Allows for estimation of spatial
autoregressive (SAR), spatial error (SEM), spatial Durbin (SDM),
spatial error Durbin (SDEM) and spatially lagged explanatory variable
(SLX) type specifications featuring an unknown spatial weight matrix.
Methodological details are given in Krisztin and Piribauer (2022)
<doi:10.1080/17421772.2022.2095426>.

Tamas Krisztin

estimateW

Estimation of Spatial Weight Matrices

Philipp Piribauer

sigma_sampler function

<p>An <code><a href="https://r6.r-lib.org/reference/R6Class.html">R6Class</a></code> generator object</p>

Format

<p><div class="r6-fields"></div></p><dl>
<dt><code>sigma_prior</code></dt>
<dd><p>The current <code>sigma_priors</code></p></dd><p></p><p>
<dt><code>curr_sigma</code></dt>
<dd><p>The current value of $\sigma^2$</p></dd></p><p>
</p></dl><p></p>

Public fields


<div class="section" id="public-methods">
<h3>Public methods</h3><p></p><p><ul>
<li><p><a href="/link/sigma_sampler%24new()?package=estimateW&version=0.1.0" data-mini-rdoc="estimateW::sigma_sampler$new()"><code>sigma_sampler$new()</code></a></p></li>
<li><p><a href="/link/sigma_sampler%24sample()?package=estimateW&version=0.1.0" data-mini-rdoc="estimateW::sigma_sampler$sample()"><code>sigma_sampler$sample()</code></a></p></li>
</ul></p><p></p></div><p><hr>
<a id="method-sigma_sampler-new"></a></p><div class="section" id="method-new-">
<h3>Method <code>new()</code></h3><p></p><p><div class="section" id="usage">
<h4>Usage</h4>
<p><div class="r"></div></p><pre><code>sigma_sampler$new(sigma_prior)</code></pre><p></p></div></p>
</div><p></p><p><div class="section" id="arguments">
<h4>Arguments</h4>
<p><div class="arguments"></div></p><dl>
<dt><code>sigma_prior</code></dt>
<dd><p>The list returned by <code>sigma_priors</code></p></dd></dl></div></p><p>
</p><p></p>
<p></p><p></p><p><hr>
<a id="method-sigma_sampler-sample"></a></p><div class="section" id="method-sample-">
<h3>Method <code><a href="/link/sample()?package=estimateW&version=0.1.0" data-mini-rdoc="estimateW::sample()">sample()</a></code></h3><p></p><p><div class="section" id="usage">
<h4>Usage</h4>
<p><div class="r"></div></p><pre><code>sigma_sampler$sample(Y, mu)</code></pre><p></p></div></p>
</div><p></p><p><div class="section" id="arguments">
<h4>Arguments</h4>
<p><div class="arguments"></div></p><dl>
<dt><code>Y</code></dt>
<dd><p>The $N$ by $1$ matrix of responses</p></dd></dl></div></p><p>
<dt><code>mu</code></dt>
<dd><p>The $N$ by $1$ matrix of means</p></dd></p><p>
</p><p></p>
<p></p><p>
</p>

Methods

An R6 class for sampling for sampling $\sigma^2$ — sigma_sampler

<p>An <code><a href='https://r6.r-lib.org/reference/R6Class.html'>R6Class</a></code> generator object</p>

<p><div class="r6-fields"></p><dl>
<dt><code>sigma_prior</code></dt>
<dd><p>The current <code>sigma_priors</code></p></dd>


<dt><code>curr_sigma</code></dt>
<dd><p>The current value of $\sigma^2$</p></dd>


</dl><p></div></p>


<div class='section' id='public-methods'>
<h3>Public methods</h3>

<ul>
<li><p><a href='#method-sigma_sampler-new'><code>sigma_sampler$new()</code></a></p></li>
<li><p><a href='#method-sigma_sampler-sample'><code>sigma_sampler$sample()</code></a></p></li>
</ul>

</div><p><hr>
<a id="method-sigma_sampler-new"></a></p><div class='section' id='method-new-'>
<h3>Method <code>new()</code></h3>

<div class='section' id='usage'>
<h4>Usage</h4>
<p><div class="r"></p><pre><code>sigma_sampler$new(sigma_prior)</code></pre><p></div></p>
</div>

<div class='section' id='arguments'>
<h4>Arguments</h4>
<p><div class="arguments"></p><dl>
<dt><code>sigma_prior</code></dt>
<dd><p>The list returned by <code>sigma_priors</code></p></dd>


</dl><p></div></p>
</div>

</div><p><hr>
<a id="method-sigma_sampler-sample"></a></p><div class='section' id='method-sample-'>
<h3>Method <code><a href='https://rdrr.io/r/base/sample.html'>sample()</a></code></h3>

<div class='section' id='usage'>
<h4>Usage</h4>
<p><div class="r"></p><pre><code>sigma_sampler$sample(Y, mu)</code></pre><p></div></p>
</div>

<div class='section' id='arguments'>
<h4>Arguments</h4>
<p><div class="arguments"></p><dl>
<dt><code>Y</code></dt>
<dd><p>The $N$ by $1$ matrix of responses</p></dd>


<dt><code>mu</code></dt>
<dd><p>The $N$ by $1$ matrix of means</p></dd>


</dl><p></div></p>
</div>

</div>


sigma_sampler: An R6 class for sampling for sampling \(\sigma^2\)

Description

Arguments

Format

Public fields

Methods

Public methods

Method `new()`

Usage

Arguments

Method `sample()`

Usage

Arguments

Description

Arguments

Format

Public fields

Methods

Public methods

Method new()

Usage

Arguments

Method sample()

Usage

Arguments

Method `new()`

Method `sample()`