Question: We want to estimate a single unknown parameter in a certain model. Assume that in R we have defined a function log _ post to
We want to estimate a single unknown parameter in a certain model. Assume that in R we
have defined a function logpost to calculate the log of the unnormalized posterior density as
a function of This function and the data being analysed are not shown in the code extract
below. The posterior density is Consider the following R code:nm
theta vectorlengthnm
s
theta
logpostQ logpostthetatheta
fori in :nbnmlogpost logposttheta theta theta
stheta sorttheta
sthetanm
sthetanm
sthetanmExcept where stated, an explanation in words is all that is needed for this question.
a What is the name of the algorithm that the code is carrying out?
b Explain what the command theta meanthetad, is doing in
the context of the algorithm.
c Explain what the command iflogrunif logpostlogpost is doing
in the context of the algorithm. In your answer, include a formula involving that
the code is implementing.
d What are the effects on the behaviour of the algorithm of making the variable called
smaller? What are the effects of making it larger?
e What is the purpose of the variable called nb
f When the code has run, what will the vector theta contain?
g In statistical terms, what will the command sthetanm output?
h In statistical terms, what will the last two lines of code output?
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