mcsm (version 1.0)

challenge: Slice sampler analysis of the challenger dataset

Description

This function illustrates a slice sampling implementation of the simulation from the posterior distribution associated with a logistic regression model $$P(y=1|x) = 1/[1+\exp\{-\alpha-\beta x\}]$$ when applied to the challenger dataset.

Usage

challenge(Nsim = 10^4)

Arguments

Nsim

Number of slice sampling iterations

Value

The output is a list made of

a

Sequence of values of the intercept $a$ produced by the slice sampler

b

Sequence of values of the regression coefficient $b$ produced by the slice sampler

Warning

The function challenge uses a function rtrun that is replicated from a function used in the package bayesm. In the current case, the simulation of the truncated normal distribution is done by a simple cdf inversion and may thus be fragile in the tails.

References

Chapter 6 of EnteR Monte Carlo Statistical Methods

See Also

challenger

Examples

data(challenger)
chares=challenge(10^4)
plot(chares$a,chares$b,type="l",xlab="a",ylab="b",pch=19,cex=.4)