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rtmvt
2011 Apr 11
1
rtmvt
I have been using the rtmvt function in the {tmvtnorm} package i'm getting
the warning:
"Acceptance rate is very low and rejection sampling becomes inefficient.
Consider using Gibbs sampling."
but i AM specifying the gibbs algorithm!!:
rtmvt(M, mean=q[,,i,j], sigma=((u[i,j] + nu[i])/(p+nu[i]))*delta[,,i],
df=ceiling(nu[i]+p), lower=c(0,0), algorithm="gibbs")
Any