Displaying 1 result from an estimated 1 matches for "resid_m0".
2011 Dec 03
2
density function always evaluating to zero
...nsity function always returns 0. How can I
solve this problem?
Here is my code
#generate data
x1 <- runif(100, min = -10, max = 10)
y <- 2 * x1^2 + rnorm(100)
# # # # # # # # Model 0 # # # # # # #
z <- x1^2
M <- sum(z^2)
MI <- 1/M
zy <- 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...