ouxy (version 2.1)

ououcirprior: Draw prior samples for OUOUCIR model

Description

Simulate sample for parameters in OUOUCIR model given a set of hyper parameters

Usage

ououcirprior(
  prior.model.params = prior.model.params,
  prior.reg.params = prior.reg.params
)

Arguments

prior.model.params

A vectors of hyper parameters for model parameter containing (alpha.y.min, alpha.y.max) for alpha.y, (alpha.x.min, alpha.x.max) for alpha.x, (theta.x.min, theta.x.max) for theta.x, (sigmasq.x.min, sigmasq.x.max) for sigmasq.x, (alpha.tau.min, alpha.tau.max) for alpha.tau, (theta.tau.min, theta.tau.max) for theta_tau, (sigmasq.tau.min, sigmasq.tau.max) for rate parameter of tau

prior.reg.params

A vector of hyper paramter for regression parameters. (b0.min,b0.max) for b0, (b1.min,b1.max) for b1, (b2.min,b2.max) for b2

Value

Returns the samples of model parameters and regression parameter

Details

The function requires user to input hyper parameters for \(\alpha_y,\alpha_x,\theta_x, \sigma^2_x,\alpha_\tau, \theta_\tau,\sigma^2_\tau\) and hyper parameters for regression parameters \(b_0,b_1,b_2\) from uniform distribution with its minimum and maximum values.

Examples

# NOT RUN {
prior.model.params<-c(0,3,0,3,-2,2,0,1,0,3,0,2,0,1.5,0,1)


names(prior.model.params)<-c(

"alpha.y.min","alpha.y.max","alpha.x.min","alpha.x.max",

"theta.x.min","theta.x.max","sigmasq.x.min","sigmasq.x.max",

"alpha.tau.min","alpha.tau.max","theta.tau.min","theta.tau.max",

"sigmasq.tau.min","sigmasq.tau.max")
prior.reg.params<-c(-3, 3, -3, 3, -3, 3)
names(prior.reg.params)<-c("b0.min", "b0.max", "b1.min", "b1.max", "b2.min", "b2.max")
ououcirprior(prior.model.params=prior.model.params,prior.reg.params=prior.reg.params)


# }