peppm (version 0.0.1)

gibbs: Runs the Gibbs sampler

Description

Runs the Gibbs sampler

Usage

gibbs(
  U0,
  ftgrid,
  time,
  status,
  a_rates,
  b_rates,
  cohesion,
  a_beta,
  b_beta,
  npost,
  nburnin,
  nlag
)

Arguments

U0

vector of change point indicators

ftgrid

vector of indexes of distinct failure times

time

vector of observed failure times.

status

vector of failure indicators

a_rates

shape parameter of the gamma distribution (prior for failure rates).

b_rates

scale parameter of the gamma distribution (prior for failure rates).

cohesion

type of prior cohesion (1 to 4).

a_beta

shape1 parameter of the beta distribution (prior for p - cohesion 4).

b_beta

shape2 parameter of the beta distribution (prior for p - cohesion 4).

npost

desired posterior sample size

nburnin

number of iterations to be discarded.

nlag

number of jumps to eliminate autocorrelation of the chain.

Value

posterior sample