randomeff                package:mcsm                R Documentation

_G_i_b_b_s _s_a_m_p_l_e_r _f_o_r _a _o_n_e-_w_a_y _r_a_n_d_o_m _e_f_f_e_c_t _m_o_d_e_l

_D_e_s_c_r_i_p_t_i_o_n:

     This function describes a Gibbs sampler for the one-way random
     effect model for the 'Energy' dataset provided with the 'mcsm'
     package. The prior is made of conjugate distributions, i.e. normal
     and inverted gamma distributions.

_U_s_a_g_e:

     randomeff(nsim = 10^3, a = 10, b = 30)

_A_r_g_u_m_e_n_t_s:

    nsim: Number of Gibbs iterations

       a: Common shape parameter for the inverted variances

       b: Common scale parameter for the inverted variances

_V_a_l_u_e:

     This function produces a plot made of six histograms corresponding
     to the six parameters of the model mu, theta1, theta2,
     sqrt(sigma2mu), sqrt(tau2), and sqrt(sigma2), eliminating the
     first $10%$ of the simulations as burnin.

_A_u_t_h_o_r(_s):

     Christian P. Robert and George Casella

_R_e_f_e_r_e_n_c_e_s:

     Chapter 7 of *EnteR Monte Carlo Statistical Methods*

_E_x_a_m_p_l_e_s:

     data(Energy)
     randomeff(10^4,a=1,b=1)

