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alpha_sample
2011 Dec 03
2
density function always evaluating to zero
...;- crossprod(z,y)
alpha.ols <- MI * zy
resid_m0 <- y - z * alpha.ols
s2_m0 <- sum(resid_m0^2)/v
# use gibbs sampler to sample from posterior densities
n <- length(y)
k <- 1
v <- n - k
# set up gibbs sampler
nrDraws <- 10000
h_sample_m0 <- rgamma(nrDraws, v/2, v*s2_m0/2)
alpha_sample <- matrix(0, nrow = nrDraws, ncol = 1)
for(i in 1:nrDraws) {
alpha_sample[i] <- rnorm(1,alpha.ols,(1/h_sample_m0[i]) * MI)
}
# define posterior density for model 0
f <- function(alpha,h) {
e <- y - alpha * x1^2
const <- (2*pi)^(-n/2) / ( gamma(v/2) * (v*s2_m1/2)^(-v/2)...