R: Does a metropolis hastings for the Erlang distribution

mcmc.erlang

R Documentation

Does a metropolis hastings for the Erlang distribution

Does a metropolis hastings for the Erlang distribution

mcmc.erlang(
  dat,
  prior.par1,
  prior.par2,
  init.pars,
  verbose,
  burnin,
  n.samples,
  sds = c(1, 1)
)

`dat`	the data to fit
`prior.par1`	mean of priors. A negative binomial (for shape) and a normal for log(scale)
`prior.par2`	dispersion parameters for priors, dispersion for negative binomial, log scale sd for normal
`init.pars`	the starting parameters on the reporting scale
`verbose`	how often to print an update
`burnin`	how many burnin iterations to do
`n.samples`	the number of samples to keep and report back
`sds`	the standard deviations for the proposal distribution

a matrix of n.samples X 2 parameters, on the estimation scale