Nandram and Chen (1996) algorithm with t-Student distribution for latent variable

Description

Implementation of Nandram and Chen (1996) algorithm using inverse Student's "t" distribution as link function for latent variable (adapted by Silva 2008).

Details

Internal use

References

NANDRAM, B.; CHEN, M. H. (1996) Reparameterizing the generalized linear model to accelerate gibbs sampler convergence, Journal of Statistical Computation and Simulation, Abingdon, v. 54, p.129-144.

SILVA, J.W. (2008) Algorithms for thresholds models using Normal and Student-t cumulative distributions. Thesis (Doctorate in Statistics and Agricultural Experimentation), University Federal of Lavras, p. 99.

See Also

Bayesthresh

Results