MCMC algorithm for updating the third-component likelihood
parameters in hurdle model regression using hurdle
.
update_pars(y, hurd, dist, like.part, a, b, size, lam, mu, xi, sigma, lam.acc,
mu.acc, xi.acc, sigma.acc, lam.tune, mu.tune, xi.tune, sigma.tune, g.x = F)
numeric response vector of observations within the bounds of the third component of the likelihood function, \(y[y \ge hurd]\).
numeric threshold for 'extreme' observations of two-hurdle models.
character specification of response distribution for the third component of the likelihood function.
numeric vector of the current third-component likelihood values.
shape parameter for gamma prior distributions.
rate parameter for gamma prior distributions.
size parameter for negative binomial likelihood distributions.
current value for the poisson likelihood lambda parameter.
current value for the negative binomial or log normal likelihood mu parameter.
current value for the generalized pareto likelihood xi parameter.
current value for the generalized pareto likelihood sigma parameter.
current MCMC values for third-component parameter acceptance rates.
current MCMC tuning values for each third-component parameter.
logical operator. TRUE
if operating within the third component
of the likelihood function (the likelihood of 'extreme' observations).
A list of MCMC-updated likelihood estimator(s) for the third-component parameter(s) and each parameter's MCMC acceptance ratio.