[r-cran-bayesm] 15/44: Import Upstream version 2.0-3
Andreas Tille
tille at debian.org
Thu Sep 7 11:16:21 UTC 2017
This is an automated email from the git hooks/post-receive script.
tille pushed a commit to branch master
in repository r-cran-bayesm.
commit d6102e29777b378069c791f559cd45dab5679a23
Author: Andreas Tille <tille at debian.org>
Date: Thu Sep 7 13:08:49 2017 +0200
Import Upstream version 2.0-3
---
DESCRIPTION | 6 ++---
R/WS_FTP.LOG | 53 +++++++++++++++++++++++++++++++++++++++++++++
R/rhierLinearModel.R | 3 ++-
R/rhierMnlRwMixture.R | 12 +++++-----
R/rmnlIndepMetrop.R | 14 +++++++-----
inst/doc/bayesm-manual.pdf | Bin 374023 -> 398345 bytes
man/rhierMnlRwMixture.Rd | 19 +++++++++++-----
man/rmnlIndepMetrop.Rd | 1 +
8 files changed, 87 insertions(+), 21 deletions(-)
diff --git a/DESCRIPTION b/DESCRIPTION
index 78c4d49..6e8f3be 100755
--- a/DESCRIPTION
+++ b/DESCRIPTION
@@ -1,6 +1,6 @@
Package: bayesm
-Version: 2.0-1
-Date: 2005-10-05
+Version: 2.0-3
+Date: 2005-11-29
Title:Bayesian Inference for Marketing/Micro-econometrics
Author: Peter Rossi <peter.rossi at ChicagoGsb.edu>,
Rob McCulloch <robert.mcculloch at ChicagoGsb.edu>.
@@ -28,4 +28,4 @@ Description: bayesm covers many important models used
Marketing by Rossi, Allenby and McCulloch.
License: GPL (version 2 or later)
URL: http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html
-Packaged: Thu Sep 29 11:05:02 2005; per
+Packaged: Tue Nov 29 14:26:39 2005; per
diff --git a/R/WS_FTP.LOG b/R/WS_FTP.LOG
new file mode 100755
index 0000000..d7c7d5d
--- /dev/null
+++ b/R/WS_FTP.LOG
@@ -0,0 +1,53 @@
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\breg.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code breg.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\cgetC.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code cgetC.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\clusterMix.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code clusterMix.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\condMom.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code condMom.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\createX.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code createX.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\eMixMargDen.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code eMixMargDen.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\fsh.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code fsh.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\ghkvec.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code ghkvec.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\init.rmultiregfp.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code init.rmultiregfp.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\llmnl.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code llmnl.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\llmnp.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code llmnp.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\llnhlogit.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code llnhlogit.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\lndIChisq.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code lndIChisq.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\lndIWishart.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code lndIWishart.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\lndMvn.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code lndMvn.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\lndMvst.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code lndMvst.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\logMargDenNR.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code logMargDenNR.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\mixDen.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code mixDen.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\mixDenBi.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code mixDenBi.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\mnlHess.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code mnlHess.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\mnpProb.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code mnpProb.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\momMix.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code momMix.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\nmat.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code nmat.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\numEff.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code numEff.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rbiNormGibbs.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rbiNormGibbs.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rbprobitGibbs.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rbprobitGibbs.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rdirichlet.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rdirichlet.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rhierBinLogit.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rhierBinLogit.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rhierLinearModel.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rhierLinearModel.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rhierMnlRwMixture.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rhierMnlRwMixture.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rhierNegbinRw.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rhierNegbinRw.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rivGibbs.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rivGibbs.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rmixGibbs.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rmixGibbs.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rmixture.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rmixture.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rmnlIndepMetrop.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rmnlIndepMetrop.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rmnpGibbs.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rmnpGibbs.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rmultireg.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rmultireg.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rmultiregfp.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rmultiregfp.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rmvpGibbs.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rmvpGibbs.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rmvst.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rmvst.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rnegbinRw.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rnegbinRw.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rnmixGibbs.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rnmixGibbs.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rscaleUsage.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rscaleUsage.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rsurGibbs.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rsurGibbs.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rtrun.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rtrun.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\runireg.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code runireg.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\runiregGibbs.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code runiregGibbs.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\rwishart.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code rwishart.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\simmnl.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code simmnl.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\simmnlwX.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code simmnlwX.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\simmnp.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code simmnp.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\simmvp.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code simmvp.R
+2005.09.30 11:28 B C:\userdata\per\res\R_package\bayesm\v201\bayesm\R\simnhlogit.R --> gsbwww.chicagogsb.edu /opt/ns-home/docs/fac/peter.rossi/research/bayes book/bayesm/function code simnhlogit.R
diff --git a/R/rhierLinearModel.R b/R/rhierLinearModel.R
index 44a4bcd..70e3375 100755
--- a/R/rhierLinearModel.R
+++ b/R/rhierLinearModel.R
@@ -4,6 +4,7 @@ function(Data,Prior,Mcmc)
#
# Revision History
# 1/17/05 P. Rossi
+# 10/05 fixed error in setting prior if Prior argument is missing Rossi
#
# Purpose:
# run hiearchical regression model
@@ -123,7 +124,7 @@ for (i in 1:nreg)
# check for Prior
#
if(missing(Prior))
- { Deltabar=matrix(rep(0,nz*nvar),ncol=nvar); A=01*diag(nz);
+ { Deltabar=matrix(rep(0,nz*nvar),ncol=nvar); A=0.01*diag(nz);
nu.e=3; ssq=sapply(regdata,getvar) ; nu=nvar+3 ; V= nu*diag(nvar)}
else
{
diff --git a/R/rhierMnlRwMixture.R b/R/rhierMnlRwMixture.R
index b2e9794..a00760e 100755
--- a/R/rhierMnlRwMixture.R
+++ b/R/rhierMnlRwMixture.R
@@ -187,7 +187,7 @@ compdraw=NULL
llmnlFract=
function(beta,y,X,betapooled,rootH,w){
z=as.vector(rootH%*%(beta-betapooled))
-llmnl(beta,y,X)+w*(-.5*(z%*%z))
+return(llmnl(beta,y,X)+w*(-.5*(z%*%z)))
}
mnlRwMetropOnce=
@@ -212,7 +212,7 @@ function(y,X,oldbeta,oldll,s,inc.root,betabar,rootpi){
{betadraw=betac; oldll=cll}
else
{betadraw=oldbeta; stay=1}
-list(betadraw=betadraw,stay=stay,oldll=oldll)
+return(list(betadraw=betadraw,stay=stay,oldll=oldll))
}
drawDelta=
function(x,y,z,comps,deltabar,Ad){
@@ -244,7 +244,7 @@ xty = matrix(xty,ncol=1)
# then vec(t(D)) ~ N(V^{-1}(xty + Ad*deltabar),V^{-1}) V = (xtx+Ad)
cov=chol2inv(chol(xtx+Ad))
-cov%*%(xty+Ad%*%deltabar) + t(chol(cov))%*%rnorm(length(deltabar))
+return(cov%*%(xty+Ad%*%deltabar) + t(chol(cov))%*%rnorm(length(deltabar)))
}
#-------------------------------------------------------------------------------------------------------
#
@@ -370,8 +370,8 @@ for(rep in 1:R)
}
ctime=proc.time()[3]
cat(" Total Time Elapsed: ",round((ctime-itime)/60,2),fill=TRUE)
-return(if(drawdelta)
- {list(Deltadraw=Deltadraw,betadraw=betadraw,probdraw=probdraw,compdraw=compdraw,loglike=loglike)}
+if(drawdelta)
+ {return(list(Deltadraw=Deltadraw,betadraw=betadraw,probdraw=probdraw,compdraw=compdraw,loglike=loglike))}
else
- {list(betadraw=betadraw,probdraw=probdraw,compdraw=compdraw,loglike=loglike)})
+ {return(list(betadraw=betadraw,probdraw=probdraw,compdraw=compdraw,loglike=loglike))}
}
diff --git a/R/rmnlIndepMetrop.R b/R/rmnlIndepMetrop.R
index effe9e2..0682bc4 100755
--- a/R/rmnlIndepMetrop.R
+++ b/R/rmnlIndepMetrop.R
@@ -6,6 +6,7 @@ function(Data,Prior,Mcmc)
# p. rossi 1/05
# 2/9/05 fixed error in Metrop eval
# changed to reflect new argument order in llmnl,mnlHess 9/05
+# added return for log-like 11/05
#
# purpose:
# draw from posterior for MNL using Independence Metropolis
@@ -98,6 +99,7 @@ cat("R= ",R," keep= ",keep," nu (df for st candidates) = ",nu,fill=TRUE)
cat(" ",fill=TRUE)
betadraw=matrix(double(floor(R/keep)*nvar),ncol=nvar)
+loglike=double(floor(R/keep))
#
# compute required quantities for indep candidates
#
@@ -119,8 +121,8 @@ rootpi=backsolve(rootp,diag(nvar))
itime=proc.time()[3]
cat("MCMC Iteration (est time to end - min) ",fill=TRUE)
fsh()
-
-oldlpost=llmnl(beta,y,X)+lndMvn(beta,betabar,rootpi)
+oldloglike=llmnl(beta,y,X)
+oldlpost=oldloglike+lndMvn(beta,betabar,rootpi)
oldlimp=lndMvst(beta,nu,betastar,rooti)
# note: we don't need the determinants as they cancel in
# computation of acceptance prob
@@ -129,13 +131,15 @@ naccept=0
for (rep in 1:R)
{
betac=rmvst(nu,betastar,root)
- clpost=llmnl(betac,y,X)+lndMvn(betac,betabar,rootpi)
+ cloglike=llmnl(betac,y,X)
+ clpost=cloglike+lndMvn(betac,betabar,rootpi)
climp=lndMvst(betac,nu,betastar,rooti)
ldiff=clpost+oldlimp-oldlpost-climp
alpha=min(1,exp(ldiff))
if(alpha < 1) {unif=runif(1)} else {unif=0}
if (unif <= alpha)
{ beta=betac
+ oldloglike=cloglike
oldlpost=clpost
oldlimp=climp
naccept=naccept+1}
@@ -149,9 +153,9 @@ for (rep in 1:R)
fsh()}
if(rep%%keep == 0)
- {mkeep=rep/keep; betadraw[mkeep,]=beta}
+ {mkeep=rep/keep; betadraw[mkeep,]=beta; loglike[mkeep]=oldloglike}
}
ctime = proc.time()[3]
cat(' Total Time Elapsed: ',round((ctime-itime)/60,2),'\n')
-return(list(betadraw=betadraw,acceptr=naccept/R))
+return(list(betadraw=betadraw,loglike=loglike,acceptr=naccept/R))
}
diff --git a/inst/doc/bayesm-manual.pdf b/inst/doc/bayesm-manual.pdf
index 15557ff..3c65d96 100755
Binary files a/inst/doc/bayesm-manual.pdf and b/inst/doc/bayesm-manual.pdf differ
diff --git a/man/rhierMnlRwMixture.Rd b/man/rhierMnlRwMixture.Rd
index a0f1dac..520687b 100755
--- a/man/rhierMnlRwMixture.Rd
+++ b/man/rhierMnlRwMixture.Rd
@@ -20,7 +20,7 @@ rhierMnlRwMixture(Data, Prior, Mcmc)
\arguments{
\item{Data}{ list(p,lgtdata,Z) ( Z is optional) }
\item{Prior}{ list(deltabar,Ad,mubar,Amu,nu,V,ncomp) (all but ncomp are optional)}
- \item{Mcmc}{ list(s,c,R,keep) (R required)}
+ \item{Mcmc}{ list(s,w,R,keep) (R required)}
}
\details{
Model: \cr
@@ -52,7 +52,7 @@ rhierMnlRwMixture(Data, Prior, Mcmc)
\item{\code{V}}{ pds location parm for IW prior on norm comp Sigma (def: nuI)}
\item{\code{ncomp}}{ number of components used in normal mixture }
\item{\code{s}}{ scaling parm for RW Metropolis (def: 2.93/sqrt(nvar))}
- \item{\code{c}}{ fraction likelihood weighting parm (def: 2)}
+ \item{\code{w}}{ fractional likelihood weighting parm (def: .1)}
\item{\code{R}}{ number of MCMC draws}
\item{\code{keep}}{ MCMC thinning parm: keep every keepth draw (def: 1)}
}
@@ -77,9 +77,16 @@ rhierMnlRwMixture(Data, Prior, Mcmc)
Note: Z does \strong{not} include an intercept and is centered for ease of interpretation.\cr
Be careful in assessing prior parameter, Amu. .01 is too small for many applications. See
- Allenby et al, chapter 5 for full discussion.\cr
+ Rossi et al, chapter 5 for full discussion.\cr
+
+ Note: as of version 2.0-2 of \code{bayesm}, the fractional weight parameter has been changed
+ to a weight between 0 and 1. w is the fractional weight on the normalized pooled likelihood.
+ This differs from what is in Rossi et al chapter 5, i.e.
+
+ \eqn{like_i^(1-w) x like_pooled^(n_i/N)*w}
+
- Large R values may be requires (>20,000).
+ Large R values may be required (>20,000).
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
@@ -145,11 +152,11 @@ a=rep(5,ncoef)
R=10000
keep=5
-c=2
+w=.1
s=2.93/sqrt(ncoef)
Data1=list(p=p,lgtdata=simlgtdata,Z=Z)
Prior1=list(ncomp=ncomp,nu=nu,V=V,Amu=Amu,mubar=mubar,a=a,Ad=Ad,deltabar=deltabar)
-Mcmc1=list(s=s,c=c,R=R,keep=keep)
+Mcmc1=list(s=s,w=w,R=R,keep=keep)
out=rhierMnlRwMixture(Data=Data1,Prior=Prior1,Mcmc=Mcmc1)
if(R < 1000) {begin=1} else {begin=1000/keep}
diff --git a/man/rmnlIndepMetrop.Rd b/man/rmnlIndepMetrop.Rd
index 6e0e423..de5d5f6 100755
--- a/man/rmnlIndepMetrop.Rd
+++ b/man/rmnlIndepMetrop.Rd
@@ -36,6 +36,7 @@ rmnlIndepMetrop(Data, Prior, Mcmc)
\value{
a list containing:
\item{betadraw}{R/keep x nvar array of beta draws}
+ \item{loglike}{R/keep vector of loglike values for each draw}
\item{acceptr}{acceptance rate of Metropolis draws}
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
--
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