R: Simulation from Bayesian linear regression model

blinreg {LearnBayes} | R Documentation

## Simulation from Bayesian linear regression model

### Description

Gives a simulated sample from the joint posterior distribution of the regression vector and the error standard deviation for a linear regression model with a noninformative or g prior.

### Usage

    blinreg(y,X,m,prior=NULL)

### Arguments

`y` | vector of responses
`X` | design matrix
`m` | number of simulations desired
`prior` | list with components c0 and beta0 of Zellner's g prior

### Value

`beta` | matrix of simulated draws of beta where each row corresponds to one draw
`sigma` | vector of simulated draws of the error standard deviation

### Author(s)

Jim Albert

### Examples

    chirps=c(20,16.0,19.8,18.4,17.1,15.5,14.7,17.1,15.4,16.2,15,17.2,16,17,14.1)
    temp=c(88.6,71.6,93.3,84.3,80.6,75.2,69.7,82,69.4,83.3,78.6,82.6,80.6,83.5,76.3)
    X=cbind(1,chirps)
    m=1000
    s=blinreg(temp,X,m)

[Package LearnBayes version 2.15 Index]