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2007 Mar 09
1
MCMC logit
....data.frame(read.table("c:/tina/phd/thesis/data/modified_data1.1.txt",header=T,sep=",")) > y=d.df[,ncol(d.df)] > x=d.df[,1:4] > c.df=cbind(y,x) > #x=cbind(1,x) > p <- ncol(c.df) > > # marginal log-prior of beta[] > logpriorfun <- function(beta, mu, gshape, grate) + { + logprior = -p*log(2) + log(gamma(p+gshape)) - log(gamma(gshape)) + + gshape*log(grate) - (p+gshape)* log(grate+sum(abs(beta))) + return(logprior) + } > require(MCMCpack) Loading required package: MCMCpack Loading required package: coda Loading required package: lattice Loading requ...