[57223f]: src / modules / glm / samplers / ConjugateFMethod.h  Maximize  Restore  History

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#ifndef CONJUGATE_F_METHOD_H_
#define CONJUGATE_F_METHOD_H_
#include <sampler/SampleMethod.h>
#include <sampler/GraphView.h>
namespace glm {
/**
* @short Sampling method for precision parameters of random effects.
*
* When an F distribution is used as a prior for the precision of
* normally distributed random effects in a linear model, it has a
* conditionally conjugate distribution using a redundant
* parametrization.
*
* This is described by Gelman A (2006) Prior distributions for
* variance parameters in hierarchical models. Bayesian Analysis
* 1:515–533. Gelman describes the half-t distribution of the standard
* deviation. This corresponds to an F(m,1) prior on the precision
* parameter.
*
* This is currently an experimental sampling method.
*/
class ConjugateFMethod {
GraphView *_gv1, *_gv2;
unsigned int _chain;
double _scale, _tau;
double *_coef;
public:
ConjugateFMethod(GraphView *gv1, GraphView *gv2, unsigned int chain);
~ConjugateFMethod();
void update(RNG *rng);
};
}
#endif /* CONJUGATE_F_METHOD_H_ */

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