R: Sampling importance resampling

sir {LearnBayes} | R Documentation

## Sampling importance resampling

### Description

Implements sampling importance resampling for a multivariate t proposal density.

### Usage

    sir(logf,tpar,n,data)

### Arguments

`logf` | function defining logarithm of density of interest
`tpar` | list of parameters of multivariate t proposal density including the mean m, the scale matrix var, and the degrees of freedom df
`n` | number of simulated draws from the posterior
`data` | data and parameters used in the function logf

### Value

matrix of simulated draws from the posterior where each row corresponds to a single draw

### Author(s)

Jim Albert

### Examples

    data(cancermortality)
    start=c(-7,6)
    fit=laplace(betabinexch,start,cancermortality)
    tpar=list(m=fit$mode,var=2*fit$var,df=4)
    theta=sir(betabinexch,tpar,1000,cancermortality)

[Package LearnBayes version 2.15 Index]