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BART (version 2.9.9)

draw_lambda_i: Testing truncated Normal sampling

Description

Truncated Normal latents with non-unit variance are necessary for logistic BART.

Usage

draw_lambda_i(lambda, mean, kmax=1000, thin=1)

Value

Returns the variance for a truncated Normal, i.e., \(N(mean, lambda)I(tau, infinity)\).

Arguments

lambda

Previous value of lambda.

mean

Mean of truncated Normal.

kmax

The number of terms in the mixture.

thin

The thinning parameter.

See Also

rtnorm, lbart

Examples

Run this code

set.seed(12)

draw_lambda_i(1, 2)
rtnorm(1, 2, sqrt(6.773462), 6)
draw_lambda_i(6.773462, 2)

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