gibbs_multivariate_nuisance {beyondWhittle} | R Documentation |
Gibbs sampler for corrected parametric likelihood + Bernstein-Dirichlet mixture, including possibility of using time series as mere nuisance parameter Multivariate case
Description
Gibbs sampler for corrected parametric likelihood + Bernstein-Dirichlet mixture, including possibility of using time series as mere nuisance parameter Multivariate case
Usage
gibbs_multivariate_nuisance(
data,
mcmc_params,
corrected,
prior_params,
model_params
)
[Package beyondWhittle version 1.2.1 Index]