Displaying 1 result from an estimated 1 matches for "postnormconst".
2008 Sep 27
0
compute posterior mean by numerical integration
...else
res <- 0 ## noninformative prior
return(res)
}
## log posterior density
"logPost" <- function(t, omega, beta, o1, o2, b1, b2)
{
res <- loglike(t, omega, beta) + prior(omega, beta, o1, o2, b1, b2)
return(res)
}
## posterior normalizing constant
"PostNormConst" <- function(t, low, upw, lob, upb, o1, o2, b1, b2)
{
"g" <- function(beta, ...)
{
integrate(function(omega) {logPost(t=t, omega, beta, o1=o1, o2=o2,
b1=b1, b2=b2)}, low, upw)$value
}
res <- integrate(Vectorize(function(b...