transform_gibbs_samples function

Transformation of Gibbs samples

This function normalizes, burns and thins the Gibbs samples.

transform_gibbs_samples(gibbs_samples, R, B, Q, normalization)

Arguments

• gibbs_samples: The output of gibbs_sampling, i.e. a list of Gibbs samples for

  • Sigma,
  • alpha (if P_f\>0),
  • s, z, b, Omega (if P_r\>0).

• R: The number of iterations of the Gibbs sampler.

• B: The length of the burn-in period, i.e. a non-negative number of samples to be discarded.

• Q: The thinning factor for the Gibbs samples, i.e. only every Qth sample is kept.

• normalization: An object of class RprobitB_normalization, which can be created via RprobitB_normalization.

Returns

A list, the first element gibbs_sampes_raw is the input gibbs_samples, the second element is the normalized, burned, and thinned version of gibbs_samples called gibbs_samples_nbt. The list gets the class RprobitB_gibbs_samples.