[r-cran-bayesm] 25/44: Import Upstream version 2.0-9
Andreas Tille
tille at debian.org
Thu Sep 7 11:16:22 UTC 2017
This is an automated email from the git hooks/post-receive script.
tille pushed a commit to branch master
in repository r-cran-bayesm.
commit df7f0fce0020aed831088b766fded746bdf18517
Author: Andreas Tille <tille at debian.org>
Date: Thu Sep 7 13:09:28 2017 +0200
Import Upstream version 2.0-9
---
DESCRIPTION | 9 +-
NAMESPACE | 2 +-
R/mixDenBi.R | 30 ++---
R/rhierLinearMixture.R | 329 +++++++++++++++++++++++++++++++++++++++++++++
R/rhierLinearModel.R | 2 +-
R/rhierMnlRwMixture.R | 2 +-
R/rnmixGibbs.R | 16 ++-
R/rscaleUsage.R | 14 +-
inst/doc/bayesm-manual.pdf | Bin 398345 -> 441639 bytes
man/Scotch.Rd | 2 +-
man/bank.Rd | 2 +-
man/breg.Rd | 2 +-
man/cheese.Rd | 2 +-
man/clusterMix.Rd | 2 +-
man/condMom.Rd | 2 +-
man/createX.Rd | 2 +-
man/customerSat.Rd | 2 +-
man/eMixMargDen.Rd | 2 +-
man/ghkvec.Rd | 2 +-
man/init.rmultiregfp.Rd | 4 +-
man/llmnl.Rd | 2 +-
man/llmnp.Rd | 2 +-
man/llnhlogit.Rd | 2 +-
man/lndIChisq.Rd | 2 +-
man/lndIWishart.Rd | 4 +-
man/lndMvn.Rd | 2 +-
man/lndMvst.Rd | 2 +-
man/logMargDenNR.Rd | 2 +-
man/margarine.Rd | 2 +-
man/mixDen.Rd | 2 +-
man/mixDenBi.Rd | 2 +-
man/mnlHess.Rd | 2 +-
man/mnpProb.Rd | 2 +-
man/momMix.Rd | 2 +-
man/numEff.Rd | 2 +-
man/rbiNormGibbs.Rd | 2 +-
man/rbprobitGibbs.Rd | 2 +-
man/rdirichlet.Rd | 2 +-
man/rhierBinLogit.Rd | 2 +-
man/rhierLinearMixture.Rd | 240 +++++++++++++++++++++++++++++++++
man/rhierLinearModel.Rd | 4 +-
man/rhierMnlRwMixture.Rd | 10 +-
man/rhierNegbinRw.Rd | 2 +-
man/rivGibbs.Rd | 2 +-
man/rmixGibbs.Rd | 2 +-
man/rmnlIndepMetrop.Rd | 2 +-
man/rmnpGibbs.Rd | 2 +-
man/rmultireg.Rd | 2 +-
man/rmultiregfp.Rd | 2 +-
man/rmvpGibbs.Rd | 2 +-
man/rmvst.Rd | 2 +-
man/rnegbinRw.Rd | 2 +-
man/rnmixGibbs.Rd | 2 +-
man/rscaleUsage.Rd | 2 +-
man/rsurGibbs.Rd | 2 +-
man/rtrun.Rd | 2 +-
man/runireg.Rd | 2 +-
man/runiregGibbs.Rd | 2 +-
man/rwishart.Rd | 2 +-
man/simmnl.Rd | 2 +-
man/simmnlwX.Rd | 2 +-
man/simmnp.Rd | 2 +-
man/simmvp.Rd | 2 +-
man/simnhlogit.Rd | 2 +-
64 files changed, 666 insertions(+), 100 deletions(-)
diff --git a/DESCRIPTION b/DESCRIPTION
index fa47b2f..c831f0c 100755
--- a/DESCRIPTION
+++ b/DESCRIPTION
@@ -1,6 +1,6 @@
Package: bayesm
-Version: 2.0-8
-Date: 2006-03-15
+Version: 2.0-9
+Date: 2007-01-15
Title:Bayesian Inference for Marketing/Micro-econometrics
Author: Peter Rossi <peter.rossi at ChicagoGsb.edu>,
Rob McCulloch <robert.mcculloch at ChicagoGsb.edu>.
@@ -16,6 +16,7 @@ Description: bayesm covers many important models used
Negative Binomial (Poisson) Regression,
Multivariate Mixtures of Normals (including clustering),
Hierarchical Linear Models with normal prior and covariates,
+ Hierarchical Linear Models with mixture of normals prior and covariates,
Hierarchical Multinomial Logits with mixture of normals prior
and covariates,
Hierarchical Negative Binomial Regression Models,
@@ -27,5 +28,5 @@ Description: bayesm covers many important models used
For further reference, consult our book, Bayesian Statistics and
Marketing by Rossi, Allenby and McCulloch.
License: GPL (version 2 or later)
-URL: http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html
-Packaged: Wed Mar 15 11:27:54 2006; per
+URL: http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html
+Packaged: Wed Jan 17 16:27:59 2007; per
diff --git a/NAMESPACE b/NAMESPACE
index 63770f8..c713490 100755
--- a/NAMESPACE
+++ b/NAMESPACE
@@ -7,7 +7,7 @@ runiregGibbs,simmnl,simmnp,simmvp,simnhlogit,rmnpGibbs,rmixGibbs,rnmixGibbs,
rmvpGibbs,rhierLinearModel,rhierMnlRwMixture,simmnlwX,rivGibbs,
rmnlIndepMetrop,rscaleUsage,ghkvec,condMom,logMargDenNR,init.rmultiregfp,
rhierBinLogit,rnegbinRw,rhierNegbinRw,rbiNormGibbs,clusterMix,rsurGibbs,
-mixDenBi,mnpProb)
+mixDenBi,mnpProb,rhierLinearMixture)
diff --git a/R/mixDenBi.R b/R/mixDenBi.R
index 68802ae..483f6c8 100755
--- a/R/mixDenBi.R
+++ b/R/mixDenBi.R
@@ -3,6 +3,7 @@ function(i,j,xi,xj,pvec,comps)
{
# Revision History:
# P. Rossi 6/05
+# vectorized evaluation of bi-variate normal density 12/06
#
# purpose: compute marg bivariate density implied by mixture of multivariate normals specified
# by pvec,comps
@@ -45,30 +46,17 @@ for(comp in 1:nc) {
}
return(result)
}
-normden=
-function(x,mu,rooti)
-{
-#
-# function to evaluate MV NOrmal density with mean mu, var Sigma
-# and with sigma^-1=rooti%*%t(rooti)
-# rooti is in the inverse of upper triangular chol root of sigma
-# note: this is the UL decomp of sigmai not LU!
-# Sigma=root'root root=inv(rooti)
-#
-z=as.vector(t(rooti)%*%(x-mu))
-exp(-.5*length(x)*log(2*pi)-.5*(z%*%z) + sum(log(diag(rooti))))
-}
# ----------------------------------------------------------------------------------------------
nc = length(comps)
marmoms=bivcomps(i,j,comps)
-den = matrix(0.0,nrow=length(xi),ncol=length(xj))
-for(indi in 1:length(xi)) {
- for(indj in 1:length(xj)) {
- for(comp in 1:nc) {
- den[indi,indj] = den[indi,indj] + normden(c(xi[indi],xj[indj]),marmoms[[comp]]$mu,
- marmoms[[comp]]$rooti)*pvec[comp]
- }
- }
+ngridxi=length(xi); ngridxj=length(xj)
+z=cbind(rep(xi,ngridxj),rep(xj,each=ngridxi))
+den = matrix(0.0,nrow=ngridxi,ncol=ngridxj)
+for(comp in 1:nc) {
+ quads=colSums((crossprod(marmoms[[comp]]$rooti,(t(z)-marmoms[[comp]]$mu)))^2)
+ dencomp=exp(-(2/2)*log(2*pi)+sum(log(diag(marmoms[[comp]]$rooti)))-.5*quads)
+ dim(dencomp)=c(ngridxi,ngridxj)
+ den=den+dencomp*pvec[comp]
}
return(den)
}
diff --git a/R/rhierLinearMixture.R b/R/rhierLinearMixture.R
new file mode 100755
index 0000000..94fa346
--- /dev/null
+++ b/R/rhierLinearMixture.R
@@ -0,0 +1,329 @@
+rhierLinearMixture=
+function(Data,Prior,Mcmc)
+{
+#
+# revision history:
+# changed 12/17/04 by rossi to fix bug in drawdelta when there is zero/one unit
+# in a mixture component
+# adapted to linear model by Vicky Chen 6/06
+#
+# purpose: run hierarchical linear model with mixture of normals
+#
+# Arguments:
+# Data contains a list of (regdata, and possibly Z)
+# regdata is a list of lists (one list per unit)
+# regdata[[i]]=list(y,X)
+# y is a vector of observations
+# X is a length(y) x nvar matrix of values of
+# X vars including intercepts
+# Z is an nreg x nz matrix of values of variables
+# note: Z should NOT contain an intercept
+# Prior contains a list of (nu.e,ssq,deltabar,Ad,mubar,Amu,nu,V,ncomp,a)
+# ncomp is the number of components in normal mixture
+# if elements of Prior (other than ncomp) do not exist, defaults are used
+# Mcmc contains a list of (s,c,R,keep)
+#
+# Output: as list containing
+# taodraw is R/keep x nreg array of error variances for each regression
+# Deltadraw R/keep x nz*nvar matrix of draws of Delta, first row is initial value
+# betadraw is nreg x nvar x R/keep array of draws of betas
+# probdraw is R/keep x ncomp matrix of draws of probs of mixture components
+# compdraw is a list of list of lists (length R/keep)
+# compdraw[[rep]] is the repth draw of components for mixtures
+#
+# Priors:
+# tau_i ~ nu.e*ssq_i/chisq(nu.e) tau_i is the variance of epsilon_i
+# beta_i = delta %*% z[i,] + u_i
+# u_i ~ N(mu_ind[i],Sigma_ind[i])
+# ind[i] ~multinomial(p)
+# p ~ dirichlet (a)
+# a: Dirichlet parameters for prior on p
+# delta is a k x nz array
+# delta= vec(D) ~ N(deltabar,A_d^-1)
+# mu_j ~ N(mubar,A_mu^-1(x)Sigma_j)
+# Sigma_j ~ IW(nu,V^-1)
+# ncomp is number of components
+#
+# MCMC parameters
+# R is number of draws
+# keep is thinning parameter, keep every keepth draw
+#
+# check arguments
+#
+#--------------------------------------------------------------------------------------------------
+#
+# create functions needed
+#
+append=function(l) { l=c(l,list(XpX=crossprod(l$X),Xpy=crossprod(l$X,l$y)))}
+#
+getvar=function(l) { var(l$y)}
+#
+runiregG=
+function(y,X,XpX,Xpy,sigmasq,rooti,betabar,nu,ssq){
+#
+# Purpose:
+# perform one Gibbs iteration for Univ Regression Model
+# only does one iteration so can be used in both rhierLinearMixture & rhierLinearModel
+#
+# Model:
+# y = Xbeta + e e ~N(0,sigmasq)
+# y is n x 1
+# X is n x k
+# beta is k x 1 vector of coefficients
+#
+# Priors: beta ~ N(betabar,A^-1)
+# sigmasq ~ (nu*ssq)/chisq_nu
+#
+n=length(y)
+k=ncol(XpX)
+sigmasq=as.vector(sigmasq)
+A=crossprod(rooti)
+#
+# first draw beta | sigmasq
+#
+ IR=backsolve(chol(XpX/sigmasq+A),diag(k))
+ btilde=crossprod(t(IR))%*%(Xpy/sigmasq+A%*%betabar)
+ beta = btilde + IR%*%rnorm(k)
+#
+# now draw sigmasq | beta
+#
+ res=y-X%*%beta
+ s=t(res)%*%res
+ sigmasq=(nu*ssq + s)/rchisq(1,nu+n)
+
+list(betadraw=beta,sigmasqdraw=sigmasq)
+}
+#
+drawDelta=
+function(x,y,z,comps,deltabar,Ad){
+# Z,oldbetas,ind,oldcomp,deltabar,Ad
+# delta = vec(D)
+# given z and comps (z[i] gives component indicator for the ith observation,
+# comps is a list of mu and rooti)
+# y is betas: nreg x nvar
+# x is Z: nreg x nz
+# y = xD' + U , rows of U are indep with covs Sigma_i given by z and comps
+nvar=ncol(y) #p
+nz=ncol(x) #k
+xtx = matrix(0.0,nz*nvar,nz*nvar)
+xty = matrix(0.0,nvar,nz) #this is the unvecced version, have to vec after sum
+for(i in 1:length(comps)) {
+ nobs=sum(z==i)
+ if(nobs > 0) {
+ if(nobs == 1)
+ { yi = matrix(y[z==i,],ncol=nvar); xi = matrix(x[z==i,],ncol=nz)}
+ else
+ { yi = y[z==i,]; xi = x[z==i,]}
+
+ yi = t(t(yi)-comps[[i]][[1]])
+ sigi = crossprod(t(comps[[i]][[2]]))
+ xtx = xtx + crossprod(xi) %x% sigi
+ xty = xty + (sigi %*% crossprod(yi,xi))
+ }
+}
+xty = matrix(xty,ncol=1)
+
+# then vec(t(D)) ~ N(V^{-1}(xty + Ad*deltabar),V^{-1}) V = (xtx+Ad)
+cov=chol2inv(chol(xtx+Ad))
+return(cov%*%(xty+Ad%*%deltabar) + t(chol(cov))%*%rnorm(length(deltabar)))
+}
+#-------------------------------------------------------------------------------------------------------
+pandterm=function(message) { stop(message,call.=FALSE) }
+if(missing(Data)) {pandterm("Requires Data argument -- list of regdata, and (possibly) Z")}
+ if(is.null(Data$regdata)) {pandterm("Requires Data element regdata (list of data for each unit)")}
+ regdata=Data$regdata
+ nreg=length(regdata)
+ drawdelta=TRUE
+if(is.null(Data$Z)) { cat("Z not specified",fill=TRUE); fsh() ; drawdelta=FALSE}
+ else {if (nrow(Data$Z) != nreg) {pandterm(paste("Nrow(Z) ",nrow(Z),"ne number regressions ",nreg))}
+ else {Z=Data$Z}}
+ if(drawdelta) {
+ nz=ncol(Z)
+ colmeans=apply(Z,2,mean)
+ if(sum(colmeans) > .00001)
+ {pandterm(paste("Z does not appear to be de-meaned: colmeans= ",colmeans))}
+ }
+#
+# check regdata for validity
+#
+dimfun=function(l) {c(length(l$y),dim(l$X))}
+dims=sapply(regdata,dimfun)
+dims=t(dims)
+nvar=quantile(dims[,3],prob=.5)
+
+for (i in 1:nreg)
+{
+ if(dims[i,1] != dims[i,2] || dims[i,3] !=nvar)
+ {pandterm(paste("Bad Data dimensions for unit ",i," dims(y,X) =",dims[i,]))}
+}
+#
+# check on prior
+#
+if(missing(Prior))
+{pandterm("Requires Prior list argument (at least ncomp)")}
+if(is.null(Prior$nu.e)) {nu.e=3}
+ else {nu.e=Prior$nu.e}
+if(is.null(Prior$ssq)) {ssq=sapply(regdata,getvar)}
+ else {ssq=Prior$ssq}
+if(is.null(Prior$ncomp)) {pandterm("Requires Prior element ncomp (num of mixture components)")} else {ncomp=Prior$ncomp}
+if(is.null(Prior$mubar)) {mubar=matrix(rep(0,nvar),nrow=1)} else { mubar=matrix(Prior$mubar,nrow=1)}
+ if(ncol(mubar) != nvar) {pandterm(paste("mubar must have ncomp cols, ncol(mubar)= ",ncol(mubar)))}
+if(is.null(Prior$Amu)) {Amu=matrix(.01,ncol=1)} else {Amu=matrix(Prior$Amu,ncol=1)}
+ if(ncol(Amu) != 1 | nrow(Amu) != 1) {pandterm("Am must be a 1 x 1 array")}
+if(is.null(Prior$nu)) {nu=nvar+3} else {nu=Prior$nu}
+ if(nu < 1) {pandterm("invalid nu value")}
+if(is.null(Prior$V)) {V=nu*diag(nvar)} else {V=Prior$V}
+ if(sum(dim(V)==c(nvar,nvar)) !=2) pandterm("Invalid V in prior")
+if(is.null(Prior$Ad) & drawdelta) {Ad=.01*diag(nvar*nz)} else {Ad=Prior$Ad}
+if(drawdelta) {if(ncol(Ad) != nvar*nz | nrow(Ad) != nvar*nz) {pandterm("Ad must be nvar*nz x nvar*nz")}}
+if(is.null(Prior$deltabar)& drawdelta) {deltabar=rep(0,nz*nvar)} else {deltabar=Prior$deltabar}
+ if(drawdelta) {if(length(deltabar) != nz*nvar) {pandterm("deltabar must be of length nvar*nz")}}
+if(is.null(Prior$a)) { a=rep(5,ncomp)} else {a=Prior$a}
+if(length(a) != ncomp) {pandterm("Requires dim(a)= ncomp (no of components)")}
+bada=FALSE
+ for(i in 1:ncomp) { if(a[i] < 1) bada=TRUE}
+ if(bada) pandterm("invalid values in a vector")
+#
+# check on Mcmc
+#
+if(missing(Mcmc))
+ {pandterm("Requires Mcmc list argument")}
+else
+ {
+ if(is.null(Mcmc$keep)) {keep=1} else {keep=Mcmc$keep}
+ if(is.null(Mcmc$R)) {pandterm("Requires R argument in Mcmc list")} else {R=Mcmc$R}
+ }
+#
+# print out problem
+#
+cat(" ",fill=TRUE)
+cat("Starting MCMC Inference for Hierarchical Linear Model:",fill=TRUE)
+cat(" Normal Mixture with",ncomp,"components for first stage prior",fill=TRUE)
+cat(paste(" for ",nreg," cross-sectional units"),fill=TRUE)
+cat(" ",fill=TRUE)
+cat("Prior Parms: ",fill=TRUE)
+cat("nu.e =",nu.e,fill=TRUE)
+cat("nu =",nu,fill=TRUE)
+cat("V ",fill=TRUE)
+print(V)
+cat("mubar ",fill=TRUE)
+print(mubar)
+cat("Amu ", fill=TRUE)
+print(Amu)
+cat("a ",fill=TRUE)
+print(a)
+if(drawdelta)
+{
+ cat("deltabar",fill=TRUE)
+ print(deltabar)
+ cat("Ad",fill=TRUE)
+ print(Ad)
+}
+cat(" ",fill=TRUE)
+cat("MCMC Parms: ",fill=TRUE)
+cat(paste(" R= ",R," keep= ",keep),fill=TRUE)
+cat("",fill=TRUE)
+#
+# allocate space for draws
+#
+taudraw=matrix(double(floor(R/keep)*nreg),ncol=nreg)
+if(drawdelta) Deltadraw=matrix(double((floor(R/keep))*nz*nvar),ncol=nz*nvar)
+betadraw=array(double((floor(R/keep))*nreg*nvar),dim=c(nreg,nvar,floor(R/keep)))
+probdraw=matrix(double((floor(R/keep))*ncomp),ncol=ncomp)
+oldbetas=matrix(double(nreg*nvar),ncol=nvar)
+oldcomp=NULL
+compdraw=NULL
+#
+# initialize values
+#
+# Create XpX elements of regdata and initialize tau
+#
+regdata=lapply(regdata,append)
+tau=sapply(regdata,getvar)
+#
+# set initial values for the indicators
+# ind is of length(nreg) and indicates which mixture component this obs
+# belongs to.
+#
+ind=NULL
+ninc=floor(nreg/ncomp)
+for (i in 1:(ncomp-1)) {ind=c(ind,rep(i,ninc))}
+if(ncomp != 1) {ind = c(ind,rep(ncomp,nreg-length(ind)))} else {ind=rep(1,nreg)}
+#
+# initialize delta
+#
+if (drawdelta) olddelta=rep(0,nz*nvar)
+#
+# initialize probs
+#
+oldprob=rep(1/ncomp,ncomp)
+#
+# initialize comps
+#
+tcomp=list(list(mu=rep(0,nvar),rooti=diag(nvar)))
+oldcomp=rep(tcomp,ncomp)
+#
+# start main iteration loop
+#
+itime=proc.time()[3]
+cat("MCMC Iteration (est time to end - min) ",fill=TRUE)
+fsh()
+for(rep in 1:R)
+{
+ # first draw comps,ind,p | {beta_i}, delta
+ # ind,p need initialization comps is drawn first in sub-Gibbs
+ if(drawdelta)
+ {mgout=rmixGibbs(oldbetas-Z%*%t(matrix(olddelta,ncol=nz)),
+ mubar,Amu,nu,V,a,oldprob,ind,oldcomp)}
+ else
+ {mgout=rmixGibbs(oldbetas,
+ mubar,Amu,nu,V,a,oldprob,ind,oldcomp)}
+ oldprob=mgout[[1]]
+ oldcomp=mgout[[3]]
+ ind=mgout[[2]]
+ # now draw delta | {beta_i}, ind, comps
+ if(drawdelta) {olddelta=drawDelta(Z,oldbetas,ind,oldcomp,deltabar,Ad)}
+ #
+ # loop over all regression equations drawing beta_i | ind[i],z[i,],mu[ind[i]],rooti[ind[i]]
+ #
+ for (reg in 1:nreg)
+ {
+ rootpi=oldcomp[[ind[reg]]]$rooti
+ # note: beta_i = Delta*z_i + u_i Delta is nvar x nz
+ if(drawdelta) {
+ betabar=oldcomp[[ind[reg]]]$mu+matrix(olddelta,ncol=nz)%*%as.vector(Z[reg,])}
+ else {
+ betabar=oldcomp[[ind[reg]]]$mu }
+ regout=runiregG(regdata[[reg]]$y,regdata[[reg]]$X,regdata[[reg]]$XpX,
+ regdata[[reg]]$Xpy,tau[reg],rootpi,betabar,nu.e,ssq[reg])
+ oldbetas[reg,]=regout$betadraw
+ tau[reg]=regout$sigmasqdraw
+ }
+ #
+ #
+ # print time to completion and draw # every 100th draw
+ #
+ if(((rep/100)*100) ==(floor(rep/100)*100))
+ {ctime=proc.time()[3]
+ timetoend=((ctime-itime)/rep)*(R+1-rep)
+ cat(" ",rep," (",round(timetoend/60,1),")",fill=TRUE)
+ fsh()}
+ #
+ # save every keepth draw
+ #
+ mkeep=rep/keep
+ if((mkeep*keep) == (floor(mkeep)*keep))
+ { taudraw[mkeep,]=tau
+ betadraw[,,mkeep]=oldbetas
+ probdraw[mkeep,]=oldprob
+ if(drawdelta) Deltadraw[mkeep,]=olddelta
+ compdraw[[mkeep]]=oldcomp }
+
+}
+ctime=proc.time()[3]
+cat(" Total Time Elapsed: ",round((ctime-itime)/60,2),fill=TRUE)
+if(drawdelta)
+ {return(list(taudraw=taudraw,Deltadraw=Deltadraw,betadraw=betadraw,probdraw=probdraw,compdraw=compdraw))}
+else
+ {return(list(taudraw=taudraw,betadraw=betadraw,probdraw=probdraw,compdraw=compdraw))}
+}
diff --git a/R/rhierLinearModel.R b/R/rhierLinearModel.R
index 70e3375..8f164bb 100755
--- a/R/rhierLinearModel.R
+++ b/R/rhierLinearModel.R
@@ -4,7 +4,7 @@ function(Data,Prior,Mcmc)
#
# Revision History
# 1/17/05 P. Rossi
-# 10/05 fixed error in setting prior if Prior argument is missing Rossi
+# 10/05 fixed error in setting prior if Prior argument is missing
#
# Purpose:
# run hiearchical regression model
diff --git a/R/rhierMnlRwMixture.R b/R/rhierMnlRwMixture.R
index 3c80969..397243e 100755
--- a/R/rhierMnlRwMixture.R
+++ b/R/rhierMnlRwMixture.R
@@ -144,7 +144,7 @@ else
# print out problem
#
cat(" ",fill=TRUE)
-cat("Attempting MCMC Inference for Hierarchical Logit:",fill=TRUE)
+cat("Starting MCMC Inference for Hierarchical Logit:",fill=TRUE)
cat(" Normal Mixture with",ncomp,"components for first stage prior",fill=TRUE)
cat(paste(" ",p," alternatives; ",nvar," variables in X"),fill=TRUE)
cat(paste(" for ",nlgt," cross-sectional units"),fill=TRUE)
diff --git a/R/rnmixGibbs.R b/R/rnmixGibbs.R
index 07eff16..cb2ed78 100755
--- a/R/rnmixGibbs.R
+++ b/R/rnmixGibbs.R
@@ -5,7 +5,8 @@ function(Data,Prior,Mcmc)
# Revision History:
# P. Rossi 3/05
# add check to see if Mubar is a vector 9/05
-# fixed bugging in saving comps draw comps[[mkeep]]= 9/05
+# fixed bug in saving comps draw comps[[mkeep]]= 9/05
+# fixed so that ncomp can be =1; added check that nobs >= 2*ncomp 12/06
#
# purpose: do Gibbs sampling inference for a mixture of multivariate normals
#
@@ -69,6 +70,11 @@ else
else {a=Prior$a}
}
#
+# check for adequate no. of observations
+#
+if(nobs<2*ncomp)
+ {pandterm("too few obs, nobs should be >= 2*ncomp")}
+#
# check dimensions of Priors
#
if(ncol(A) != nrow(A) || ncol(A) != 1)
@@ -120,10 +126,8 @@ compsd=list()
#
# set initial values of z
#
-ninc = floor(nobs/ncomp)
-z = c()
-for(i in 1:(ncomp-1)) z = c(z,rep(i,ninc))
-z = c(z,rep(ncomp,nobs-length(z)))
+z=rep(c(1:ncomp),(floor(nobs/ncomp)+1))
+z=z[1:nobs]
cat(" ",fill=TRUE)
cat("starting value for z",fill=TRUE)
print(table(z))
@@ -158,5 +162,7 @@ for(rep in 1:R)
compdraw[[mkeep]]=compsd
}
}
+ctime = proc.time()[3]
+cat(' Total Time Elapsed: ',round((ctime-itime)/60,2),'\n')
return(list(probdraw=pdraw,zdraw=zdraw,compdraw=compdraw))
}
diff --git a/R/rscaleUsage.R b/R/rscaleUsage.R
index 61dc025..be7798e 100755
--- a/R/rscaleUsage.R
+++ b/R/rscaleUsage.R
@@ -248,19 +248,21 @@ if(nrow(mubar) != p) { pandterm(paste('mubar must have length',p)) }
#++++++++++++++++++++++++++++++++++++++++
#print out run info -------------------------
-cat(' n,p,k: ', n,p,k,'\n')
+#
+# note in the documentation and in BSM, m is used instead of p
+# for print-out purposes I'm using m P. Rossi 12/06
+cat(' n,m,k: ', n,p,k,'\n')
cat(' R,keep,ndghk,printevery: ', R,keep,ndghk,printevery,'\n')
cat('\n')
cat(' Data:\n')
-cat(' x11,n1,1p,np: ',x[1,1],x[n,1],x[1,p],x[n,p],'\n\n')
+cat(' x[1,1],x[n,1],x[1,m],x[n,m]: ',x[1,1],x[n,1],x[1,p],x[n,p],'\n\n')
cat(' Prior:\n')
cat(' ','nu: ',nu,'\n')
-cat(' ','V11,pp/nu: ',V[1,1]/nu,V[p,p]/nu,'\n')
-cat(' ','mubar1,p: ',mubar[1],mubar[p],'\n')
-cat(' ','Am11,pp: ',Am[1,1],Am[p,p],'\n')
+cat(' ','V[1,1]/nu,V[m,m]/nu: ',V[1,1]/nu,V[p,p]/nu,'\n')
+cat(' ','mubar[1],mubar[m]: ',mubar[1],mubar[p],'\n')
+cat(' ','Am[1,1],Am[m,m]: ',Am[1,1],Am[p,p],'\n')
cat(' ','Lambdanu: ',nuL,'\n')
cat(' ','LambdaV11,22/(Lambdanu-3): ',VL[1,1]/(nuL-3),VL[2,2]/(nuL-3),'\n')
-cat(' ','mubar1,p: ',mubar[1],mubar[p],'\n')
cat(' ','sigma grid, 1,',length(gsigma),': ',gsigma[1],', ',gsigma[length(gsigma)],'\n')
cat(' ','Lambda11 grid, 1,',length(gl11),': ',gl11[1],', ',gl11[length(gl11)],'\n')
cat(' ','Lambda12 grid, 1,',length(gl12),': ',gl12[1],', ',gl12[length(gl12)],'\n')
diff --git a/inst/doc/bayesm-manual.pdf b/inst/doc/bayesm-manual.pdf
index 3c65d96..22a0791 100755
Binary files a/inst/doc/bayesm-manual.pdf and b/inst/doc/bayesm-manual.pdf differ
diff --git a/man/Scotch.Rd b/man/Scotch.Rd
index 682dadf..870680b 100755
--- a/man/Scotch.Rd
+++ b/man/Scotch.Rd
@@ -40,7 +40,7 @@
}
\references{
Chapter 4, \emph{Bayesian Statistics and Marketing} by Rossi et al.\cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\examples{
data(Scotch)
diff --git a/man/bank.Rd b/man/bank.Rd
index 23e64af..f83d280 100755
--- a/man/bank.Rd
+++ b/man/bank.Rd
@@ -54,7 +54,7 @@
}
\references{ Appendix A, \emph{Bayesian Statistics and Marketing}
by Rossi,Allenby and McCulloch. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\examples{
data(bank)
diff --git a/man/breg.Rd b/man/breg.Rd
index 7ca09f3..28562ee 100755
--- a/man/breg.Rd
+++ b/man/breg.Rd
@@ -32,7 +32,7 @@ breg(y, X, betabar, A)
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi,Allenby and McCulloch. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/cheese.Rd b/man/cheese.Rd
index 81e5459..a9e81fb 100755
--- a/man/cheese.Rd
+++ b/man/cheese.Rd
@@ -23,7 +23,7 @@
}
\references{
Chapter 3, \emph{Bayesian Statistics and Marketing} by Rossi et al. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\examples{
data(cheese)
diff --git a/man/clusterMix.Rd b/man/clusterMix.Rd
index 7aee099..5a73c40 100755
--- a/man/clusterMix.Rd
+++ b/man/clusterMix.Rd
@@ -36,7 +36,7 @@ clusterMix(zdraw, cutoff = 0.9, SILENT = FALSE)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch Chapter 3. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago
diff --git a/man/condMom.Rd b/man/condMom.Rd
index 656857c..f2575d9 100755
--- a/man/condMom.Rd
+++ b/man/condMom.Rd
@@ -30,7 +30,7 @@ condMom(x, mu, sigi, i)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/createX.Rd b/man/createX.Rd
index e34db70..ca1227c 100755
--- a/man/createX.Rd
+++ b/man/createX.Rd
@@ -34,7 +34,7 @@ createX(p, na, nd, Xa, Xd, INT = TRUE, DIFF = FALSE, base = p)
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/customerSat.Rd b/man/customerSat.Rd
index b095642..7f7f899 100755
--- a/man/customerSat.Rd
+++ b/man/customerSat.Rd
@@ -30,7 +30,7 @@
}
\references{
Case Study 3, \emph{Bayesian Statistics and Marketing} by Rossi et al.\cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\examples{
data(customerSat)
diff --git a/man/eMixMargDen.Rd b/man/eMixMargDen.Rd
index 1337063..cdf5bfd 100755
--- a/man/eMixMargDen.Rd
+++ b/man/eMixMargDen.Rd
@@ -34,7 +34,7 @@ eMixMargDen(grid, probdraw, compdraw)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/ghkvec.Rd b/man/ghkvec.Rd
index f77c1bf..6e16181 100755
--- a/man/ghkvec.Rd
+++ b/man/ghkvec.Rd
@@ -30,7 +30,7 @@ ghkvec(L, trunpt, above, r)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi,Allenby and McCulloch, Chapter 2. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/init.rmultiregfp.Rd b/man/init.rmultiregfp.Rd
index 5067b22..4a33491 100755
--- a/man/init.rmultiregfp.Rd
+++ b/man/init.rmultiregfp.Rd
@@ -12,7 +12,7 @@ init.rmultiregfp(X, A, Bbar, nu, V)
}
\arguments{
\item{X}{ Design matrix }
- \item{A}{ Prior Precision matrix (m x k) }
+ \item{A}{ Prior Precision matrix (m x m) }
\item{Bbar}{ Prior mean matrix (m x k) }
\item{nu}{ degrees of freedom parmeter for Sigma prior }
\item{V}{ location parameter for Sigma prior }
@@ -33,7 +33,7 @@ init.rmultiregfp(X, A, Bbar, nu, V)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 2. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/llmnl.Rd b/man/llmnl.Rd
index 6daae28..c35b61b 100755
--- a/man/llmnl.Rd
+++ b/man/llmnl.Rd
@@ -28,7 +28,7 @@ llmnl(beta,y, X)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/llmnp.Rd b/man/llmnp.Rd
index 58324d4..fb19036 100755
--- a/man/llmnp.Rd
+++ b/man/llmnp.Rd
@@ -45,7 +45,7 @@ llmnp(beta, Sigma, X, y, r)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapters 2 and 4. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/llnhlogit.Rd b/man/llnhlogit.Rd
index 15320f3..c235429 100755
--- a/man/llnhlogit.Rd
+++ b/man/llnhlogit.Rd
@@ -35,7 +35,7 @@ llnhlogit(theta, choice, lnprices, Xexpend)
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch,Chapter 4. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago
diff --git a/man/lndIChisq.Rd b/man/lndIChisq.Rd
index 1644249..7ba53bd 100755
--- a/man/lndIChisq.Rd
+++ b/man/lndIChisq.Rd
@@ -24,7 +24,7 @@ lndIChisq(nu, ssq, x)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 2. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/lndIWishart.Rd b/man/lndIWishart.Rd
index e70b4af..c2610f1 100755
--- a/man/lndIWishart.Rd
+++ b/man/lndIWishart.Rd
@@ -17,7 +17,7 @@ lndIWishart(nu, V, IW)
}
\details{
\eqn{Z} \eqn{\sim}{~} Inverted Wishart(nu,V). \cr
- in this parameterization, \eqn{E[Z]=1/(nu-k-1) V}, V is a k x k matirx
+ in this parameterization, \eqn{E[Z]=1/(nu-k-1) V}, V is a k x k matrix
\code{lndIWishart} computes the complete log-density, including normalizing constants.
}
\value{
@@ -25,7 +25,7 @@ lndIWishart(nu, V, IW)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 2. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/lndMvn.Rd b/man/lndMvn.Rd
index d462ebd..b7d9665 100755
--- a/man/lndMvn.Rd
+++ b/man/lndMvn.Rd
@@ -26,7 +26,7 @@ lndMvn(x, mu, rooti)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 2. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/lndMvst.Rd b/man/lndMvst.Rd
index 664b3da..0425404 100755
--- a/man/lndMvst.Rd
+++ b/man/lndMvst.Rd
@@ -28,7 +28,7 @@ lndMvst(x, nu, mu, rooti,NORMC)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 2. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/logMargDenNR.Rd b/man/logMargDenNR.Rd
index 3b6a5fe..db44be5 100755
--- a/man/logMargDenNR.Rd
+++ b/man/logMargDenNR.Rd
@@ -22,7 +22,7 @@ logMargDenNR(ll)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 6. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
\email{Peter.Rossi at ChicagoGsb.edu}.
diff --git a/man/margarine.Rd b/man/margarine.Rd
index 864e4be..c69cf1d 100755
--- a/man/margarine.Rd
+++ b/man/margarine.Rd
@@ -52,7 +52,7 @@
}
\references{
Chapter 5, \emph{Bayesian Statistics and Marketing} by Rossi et al.\cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\examples{
data(margarine)
diff --git a/man/mixDen.Rd b/man/mixDen.Rd
index 048c978..99c8147 100755
--- a/man/mixDen.Rd
+++ b/man/mixDen.Rd
@@ -28,7 +28,7 @@ mixDen(x, pvec, comps)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 3. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago
diff --git a/man/mixDenBi.Rd b/man/mixDenBi.Rd
index 6b47a34..c338a20 100755
--- a/man/mixDenBi.Rd
+++ b/man/mixDenBi.Rd
@@ -31,7 +31,7 @@ mixDenBi(i, j, xi, xj, pvec, comps)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 3. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago
diff --git a/man/mnlHess.Rd b/man/mnlHess.Rd
index f09b43e..815e624 100755
--- a/man/mnlHess.Rd
+++ b/man/mnlHess.Rd
@@ -24,7 +24,7 @@ mnlHess(beta,y, X)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 3. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/mnpProb.Rd b/man/mnpProb.Rd
index cb27d53..1a5d34c 100755
--- a/man/mnpProb.Rd
+++ b/man/mnpProb.Rd
@@ -30,7 +30,7 @@ mnpProb(beta, Sigma, X, r)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi,Allenby and McCulloch, Chapters 2 and 4. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/momMix.Rd b/man/momMix.Rd
index f6b67a9..c334665 100755
--- a/man/momMix.Rd
+++ b/man/momMix.Rd
@@ -35,7 +35,7 @@ momMix(probdraw, compdraw)
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 5. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/numEff.Rd b/man/numEff.Rd
index bb61103..360f559 100755
--- a/man/numEff.Rd
+++ b/man/numEff.Rd
@@ -27,7 +27,7 @@ numEff(x, m = as.integer(min(length(x), (100/sqrt(5000)) * sqrt(length(x)))))
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 3. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/rbiNormGibbs.Rd b/man/rbiNormGibbs.Rd
index d60a12e..217be60 100755
--- a/man/rbiNormGibbs.Rd
+++ b/man/rbiNormGibbs.Rd
@@ -28,7 +28,7 @@ rbiNormGibbs(initx = 2, inity = -2, rho, burnin = 100, R = 500)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapters 2 and 3. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
\email{Peter.Rossi at ChicagoGsb.edu}.
diff --git a/man/rbprobitGibbs.Rd b/man/rbprobitGibbs.Rd
index a50aa3e..fe3144a 100755
--- a/man/rbprobitGibbs.Rd
+++ b/man/rbprobitGibbs.Rd
@@ -42,7 +42,7 @@ rbprobitGibbs(Data, Prior, Mcmc)
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 3. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/rdirichlet.Rd b/man/rdirichlet.Rd
index 8998322..674bef5 100755
--- a/man/rdirichlet.Rd
+++ b/man/rdirichlet.Rd
@@ -19,7 +19,7 @@ rdirichlet(alpha)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 2. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/rhierBinLogit.Rd b/man/rhierBinLogit.Rd
index a1ee6f9..0dc6c44 100755
--- a/man/rhierBinLogit.Rd
+++ b/man/rhierBinLogit.Rd
@@ -65,7 +65,7 @@ rhierBinLogit(Data, Prior, Mcmc)
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 5. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/rhierLinearMixture.Rd b/man/rhierLinearMixture.Rd
new file mode 100755
index 0000000..ffe571a
--- /dev/null
+++ b/man/rhierLinearMixture.Rd
@@ -0,0 +1,240 @@
+\name{rhierLinearMixture}
+\alias{rhierLinearMixture}
+\concept{bayes}
+\concept{MCMC}
+\concept{Gibbs Sampling}
+\concept{mixture of normals}
+\concept{normal mixture}
+\concept{heterogeneity}
+\concept{regresssion}
+\concept{hierarchical models}
+\concept{linear model}
+
+\title{ Gibbs Sampler for Hierarchical Linear Model }
+\description{
+ \code{rhierLinearMixture} implements a Gibbs Sampler for hierarchical linear models with a mixture of normals prior.
+}
+\usage{
+rhierLinearMixture(Data, Prior, Mcmc)
+}
+\arguments{
+ \item{Data}{ list(regdata,Z) (Z optional). }
+ \item{Prior}{ list(deltabar,Ad,mubar,Amu,nu,V,nu.e,ssq,ncomp) (all but ncomp are optional).}
+ \item{Mcmc}{ list(R,keep) (R required).}
+}
+\details{
+ Model: length(regdata) regression equations. \cr
+ \eqn{y_i = X_ibeta_i + e_i}. \eqn{e_i} \eqn{\sim}{~} \eqn{N(0,tau_i)}. nvar X vars in each equation.
+
+ Priors:\cr
+ \eqn{tau_i} \eqn{\sim}{~} nu.e*\eqn{ssq_i/\chi^2_{nu.e}}. \eqn{tau_i} is the variance of \eqn{e_i}.\cr
+
+ \eqn{beta_i}= ZDelta[i,] + \eqn{u_i}. \cr
+ Note: here ZDelta refers to Z\%*\%D, ZDelta[i,] is ith row of this product.\cr
+ Delta is an nz x nvar array.
+
+ \eqn{u_i} \eqn{\sim}{~} \eqn{N(mu_{ind},Sigma_{ind})}. \eqn{ind} \eqn{\sim}{~} multinomial(pvec). \cr
+
+ \eqn{pvec} \eqn{\sim}{~} dirichlet (a)\cr
+ \eqn{delta= vec(Delta)} \eqn{\sim}{~} \eqn{N(deltabar,A_d^{-1})}\cr
+ \eqn{mu_j} \eqn{\sim}{~} \eqn{N(mubar,Sigma_j (x) Amu^{-1})}\cr
+ \eqn{Sigma_j} \eqn{\sim}{~} IW(nu,V) \cr
+
+
+ List arguments contain:
+ \itemize{
+ \item{\code{regdata}}{ list of lists with X,y matrices for each of length(regdata) regressions}
+ \item{\code{regdata[[i]]$X}}{ X matrix for equation i }
+ \item{\code{regdata[[i]]$y}}{ y vector for equation i }
+ \item{\code{deltabar}}{nz*nvar vector of prior means (def: 0)}
+ \item{\code{Ad}}{ prior prec matrix for vec(Delta) (def: .01I)}
+ \item{\code{mubar}}{ nvar x 1 prior mean vector for normal comp mean (def: 0)}
+ \item{\code{Amu}}{ prior precision for normal comp mean (def: .01I)}
+ \item{\code{nu}}{ d.f. parm for IW prior on norm comp Sigma (def: nvar+3)}
+ \item{\code{V}}{ pds location parm for IW prior on norm comp Sigma (def: nuI)}
+ \item{\code{nu.e}}{ d.f. parm for regression error variance prior (def: 3)}
+ \item{\code{ssq}}{ scale parm for regression error var prior (def: var(\eqn{y_i}))}
+ \item{\code{ncomp}}{ number of components used in normal mixture }
+ \item{\code{R}}{ number of MCMC draws}
+ \item{\code{keep}}{ MCMC thinning parm: keep every keepth draw (def: 1)}
+ }
+}
+\value{
+ a list containing
+ \item{taudraw}{R/keep x nreg array of error variance draws}
+ \item{betadraw}{nreg x nvar x R/keep array of individual regression coef draws}
+ \item{Deltadraw}{R/keep x nz x nvar array of Deltadraws}
+ \item{probdraw}{ R/keep x ncomp matrix of draws of probs of mixture components (pvec)}
+ \item{compdraw}{ list of list of lists (length R/keep)}
+}
+\note{
+ More on \code{compdraw} component of return value list: \cr
+ \itemize{
+ \item{compdraw[[i]]}{ the ith draw of components for mixtures}
+ \item{compdraw[[i]][[j]]}{ ith draw of the jth normal mixture comp}
+ \item{compdraw[[i]][[j]][[1]]}{ ith draw of jth normal mixture comp mean vector}
+ \item{compdraw[[i]][[j]][[2]]}{ ith draw of jth normal mixture cov parm (rooti) }
+ }
+
+ Note: Z should \strong{not} include an intercept and should be centered for ease of interpretation.\cr
+
+ Be careful in assessing prior parameter, Amu. .01 can be too small for some applications. See
+ Rossi et al, chapter 5 for full discussion.\cr
+
+}
+\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
+ by Rossi, Allenby and McCulloch, Chapter 3. \cr
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
+}
+
+\author{ Peter Rossi, Graduate School of Business, University of Chicago,
+ \email{Peter.Rossi at ChicagoGsb.edu}.
+}
+\seealso{ \code{\link{rhierLinearModel}} }
+\examples{
+##
+if(nchar(Sys.getenv("LONG_TEST")) != 0) {R=2000} else {R=10}
+
+set.seed(66)
+nreg=300; nobs=500; nvar=3; nz=2
+
+Z=matrix(runif(nreg*nz),ncol=nz)
+Z=t(t(Z)-apply(Z,2,mean))
+Delta=matrix(c(1,-1,2,0,1,0),ncol=nz)
+tau0=.1
+iota=c(rep(1,nobs))
+
+## create arguments for rmixture
+
+tcomps=NULL
+a=matrix(c(1,0,0,0.5773503,1.1547005,0,-0.4082483,0.4082483,1.2247449),ncol=3)
+tcomps[[1]]=list(mu=c(0,-1,-2),rooti=a)
+tcomps[[2]]=list(mu=c(0,-1,-2)*2,rooti=a)
+tcomps[[3]]=list(mu=c(0,-1,-2)*4,rooti=a)
+tpvec=c(.4,.2,.4)
+
+regdata=NULL # simulated data with Z
+betas=matrix(double(nreg*nvar),ncol=nvar)
+tind=double(nreg)
+
+# simulate datasets with/without Z, using same components and tau
+
+for (reg in 1:nreg) {
+tempout=rmixture(1,tpvec,tcomps)
+betas[reg,]=Delta\%*\%Z[reg,]+as.vector(tempout$x)
+tind[reg]=tempout$z
+X=cbind(iota,matrix(runif(nobs*(nvar-1)),ncol=(nvar-1)))
+tau=tau0*runif(1,min=0.5,max=1)
+y=X\%*\%betas[reg,]+sqrt(tau)*rnorm(nobs)
+regdata[[reg]]=list(y=y,X=X,beta=betas[reg,],tau=tau)
+}
+
+## run rhierLinearMixture
+
+Data=list(regdata=regdata,Z=Z)
+Prior=list(ncomp=3)
+Mcmc=list(R=R,keep=1)
+
+out1=rhierLinearMixture(Data=Data,Prior=Prior,Mcmc=Mcmc)
+
+if(R>1000) {begin=501} else {begin=1}
+
+apply(out1$Deltadraw[begin:R,],2,mean)
+cat(" Deltadraws ",fill=TRUE)
+mat=apply(out1$Deltadraw,2,quantile,probs=c(.01,.05,.5,.95,.99))
+mat=rbind(as.vector(Delta),mat)
+rownames(mat)[1]="delta"
+print(mat)
+
+if(0){
+## plotting examples
+## plot histograms of draws of betas for nth regression
+
+betahist=function(n)
+{
+par(mfrow=c(1,3))
+hist(out1$betadraw[n,1,begin:R],breaks=30,main="beta1 with Z",xlab=" ",ylab=" ")
+abline(v=hhbetamean1[n,1],col="red",lwd=2)
+abline(v=regdata[[n]]$beta[1],col="blue",lwd=2)
+hist(out1$betadraw[n,2,begin:R],breaks=30,main="beta2 with Z",xlab=" ",ylab=" ")
+abline(v=hhbetamean1[n,2],col="red",lwd=2)
+abline(v=regdata[[n]]$beta[2],col="blue",lwd=2)
+hist(out1$betadraw[n,3,begin:R],breaks=30,main="beta3 with Z",xlab=" ",ylab=" ")
+abline(v=hhbetamean1[n,3],col="red",lwd=2)
+abline(v=regdata[[n]]$beta[3],col="blue",lwd=2)
+}
+
+
+betahist(10) ## plot betas for 10th regression, using regdata
+betahist(20)
+betahist(30)
+
+## plot univariate marginal density of betas
+
+grid=NULL
+for (i in 1:nvar){
+ rgi=range(betas[,i])
+ gr=seq(from=rgi[1],to=rgi[2],length.out=50)
+ grid=cbind(grid,gr)
+}
+
+tmden=mixDen(grid,tpvec,tcomps)
+pmden=eMixMargDen(grid,as.matrix(out1$probdraw[begin:R,]),out1$compdraw[begin:R])
+
+par(mfrow=c(1,3))
+
+for (i in 1:nvar){
+plot(range(grid[,i]),c(0,1.1*max(tmden[,i],pmden[,i])),type="n",xlab="",ylab="density")
+lines(grid[,i],tmden[,i],col="blue",lwd=2)
+lines(grid[,i],pmden[,i],col="red",lwd=2)
+}
+
+
+# plot bivariate marginal density of betas
+
+end=R
+rx1=range(betas[,1])
+rx2=range(betas[,2])
+rx3=range(betas[,3])
+x1=seq(from=rx1[1],to=rx1[2],length.out=50)
+x2=seq(from=rx2[1],to=rx2[2],length.out=50)
+x3=seq(from=rx3[1],to=rx3[2],length.out=50)
+den12=matrix(0,ncol=length(x1),nrow=length(x2))
+den23=matrix(0,ncol=length(x2),nrow=length(x3))
+den13=matrix(0,ncol=length(x1),nrow=length(x3))
+
+for(ind in as.integer(seq(from=begin,to=end,length.out=100))){
+den12=den12+mixDenBi(1,2,x1,x2,as.matrix(out1$probdraw[ind,]),out1$compdraw[[ind]])
+den23=den23+mixDenBi(2,3,x2,x3,as.matrix(out1$probdraw[ind,]),out1$compdraw[[ind]])
+den13=den13+mixDenBi(1,3,x1,x3,as.matrix(out1$probdraw[ind,]),out1$compdraw[[ind]])
+}
+
+tden12=matrix(0,ncol=length(x1),nrow=length(x2))
+tden23=matrix(0,ncol=length(x2),nrow=length(x3))
+tden13=matrix(0,ncol=length(x1),nrow=length(x3))
+tden12=mixDenBi(1,2,x1,x2,tpvec,tcomps)
+tden23=mixDenBi(2,3,x2,x3,tpvec,tcomps)
+tden13=mixDenBi(1,3,x1,x3,tpvec,tcomps)
+
+par(mfrow=c(2,3))
+image(x1,x2,tden12,col=terrain.colors(100),xlab="",ylab="")
+contour(x1,x2,tden12,add=TRUE,drawlabels=FALSE)
+title("True vars 1&2")
+image(x2,x3,tden23,col=terrain.colors(100),xlab="",ylab="")
+contour(x2,x3,tden23,add=TRUE,drawlabels=FALSE)
+title("True vars 2&3")
+image(x1,x3,tden13,col=terrain.colors(100),xlab="",ylab="")
+contour(x1,x3,tden13,add=TRUE,drawlabels=FALSE)
+title("True vars 1&3")
+image(x1,x2,den12,col=terrain.colors(100),xlab="",ylab="")
+contour(x1,x2,den12,add=TRUE,drawlabels=FALSE)
+title("Posterior vars 1&2")
+image(x2,x3,den23,col=terrain.colors(100),xlab="",ylab="")
+contour(x2,x3,den23,add=TRUE,drawlabels=FALSE)
+title("Posterior vars 2&3")
+image(x1,x3,den13,col=terrain.colors(100),xlab="",ylab="")
+contour(x1,x3,den13,add=TRUE,drawlabels=FALSE)
+title("Posterior vars 1&3")
+}
+}
+\keyword{ regression }
diff --git a/man/rhierLinearModel.Rd b/man/rhierLinearModel.Rd
index 659c87c..6e82793 100755
--- a/man/rhierLinearModel.Rd
+++ b/man/rhierLinearModel.Rd
@@ -8,7 +8,7 @@
\title{ Gibbs Sampler for Hierarchical Linear Model }
\description{
- \code{rhierLinearModel} implements a Gibbs Sampler for hierarchical linear models.
+ \code{rhierLinearModel} implements a Gibbs Sampler for hierarchical linear models with a normal prior.
}
\usage{
rhierLinearModel(Data, Prior, Mcmc)
@@ -57,7 +57,7 @@ rhierLinearModel(Data, Prior, Mcmc)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 3. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/rhierMnlRwMixture.Rd b/man/rhierMnlRwMixture.Rd
index 0349402..2bfba08 100755
--- a/man/rhierMnlRwMixture.Rd
+++ b/man/rhierMnlRwMixture.Rd
@@ -24,9 +24,9 @@ rhierMnlRwMixture(Data, Prior, Mcmc)
}
\details{
Model: \cr
- \eqn{y_i} \eqn{\sim}{~} \eqn{MNL(X_i,theta_i)}. i=1,\ldots, length(lgtdata). \eqn{theta_i} is nvar x 1.
+ \eqn{y_i} \eqn{\sim}{~} \eqn{MNL(X_i,beta_i)}. i=1,\ldots, length(lgtdata). \eqn{theta_i} is nvar x 1.
- \eqn{theta_i}= ZDelta[i,] + \eqn{u_i}. \cr
+ \eqn{beta_i}= ZDelta[i,] + \eqn{u_i}. \cr
Note: here ZDelta refers to Z\%*\%D, ZDelta[i,] is ith row of this product.\cr
Delta is an nz x nvar array.
@@ -83,7 +83,7 @@ rhierMnlRwMixture(Data, Prior, Mcmc)
to a weight between 0 and 1. w is the fractional weight on the normalized pooled likelihood.
This differs from what is in Rossi et al chapter 5, i.e.
- \eqn{like_i^(1-w) x like_pooled^((n_i/N)*wi)}
+ \eqn{like_i^(1-w) x like_pooled^((n_i/N)*w)}
Large R values may be required (>20,000).
@@ -91,7 +91,7 @@ rhierMnlRwMixture(Data, Prior, Mcmc)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 5. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
@@ -148,7 +148,7 @@ Ad=.01*(diag(rep(1,nz*ncoef)))
mubar=matrix(rep(0,ncoef),nrow=1)
deltabar=rep(0,ncoef*nz)
Amu=matrix(.01,ncol=1)
-a=rep(5,ncoef)
+a=rep(5,ncomp)
R=10000
keep=5
diff --git a/man/rhierNegbinRw.Rd b/man/rhierNegbinRw.Rd
index da33cc8..fd41f69 100755
--- a/man/rhierNegbinRw.Rd
+++ b/man/rhierNegbinRw.Rd
@@ -73,7 +73,7 @@ rhierNegbinRw(Data, Prior, Mcmc)
\seealso{ \code{\link{rnegbinRw}} }
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 5. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Sridhar Narayanam & Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/rivGibbs.Rd b/man/rivGibbs.Rd
index 754c28f..83c249c 100755
--- a/man/rivGibbs.Rd
+++ b/man/rivGibbs.Rd
@@ -56,7 +56,7 @@ rivGibbs(Data, Prior, Mcmc)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 5. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Rob McCulloch and Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/rmixGibbs.Rd b/man/rmixGibbs.Rd
index fdaadcc..270a9f3 100755
--- a/man/rmixGibbs.Rd
+++ b/man/rmixGibbs.Rd
@@ -29,7 +29,7 @@ rmixGibbs(y, Bbar, A, nu, V, a, p, z, comps)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Allenby, McCulloch, and Rossi, Chapter 5. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Rob McCulloch and Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/rmnlIndepMetrop.Rd b/man/rmnlIndepMetrop.Rd
index de5d5f6..d289a02 100755
--- a/man/rmnlIndepMetrop.Rd
+++ b/man/rmnlIndepMetrop.Rd
@@ -41,7 +41,7 @@ rmnlIndepMetrop(Data, Prior, Mcmc)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 5. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
\email{Peter.Rossi at ChicagoGsb.edu}.
diff --git a/man/rmnpGibbs.Rd b/man/rmnpGibbs.Rd
index c9f7cd4..d46f601 100755
--- a/man/rmnpGibbs.Rd
+++ b/man/rmnpGibbs.Rd
@@ -61,7 +61,7 @@ rmnpGibbs(Data, Prior, Mcmc)
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 4. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/rmultireg.Rd b/man/rmultireg.Rd
index 6e98eab..51ae600 100755
--- a/man/rmultireg.Rd
+++ b/man/rmultireg.Rd
@@ -36,7 +36,7 @@ rmultireg(Y, X, Bbar, A, nu, V)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 2. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/rmultiregfp.Rd b/man/rmultiregfp.Rd
index f975747..6889e96 100755
--- a/man/rmultiregfp.Rd
+++ b/man/rmultiregfp.Rd
@@ -32,7 +32,7 @@ rmultiregfp(Y, X, Fparm)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/rmvpGibbs.Rd b/man/rmvpGibbs.Rd
index 3218f39..6d01487 100755
--- a/man/rmvpGibbs.Rd
+++ b/man/rmvpGibbs.Rd
@@ -61,7 +61,7 @@ rmvpGibbs(Data, Prior, Mcmc)
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 4. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/rmvst.Rd b/man/rmvst.Rd
index 9d40e80..0e4a873 100755
--- a/man/rmvst.Rd
+++ b/man/rmvst.Rd
@@ -21,7 +21,7 @@ rmvst(nu, mu, root)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/rnegbinRw.Rd b/man/rnegbinRw.Rd
index 5d0bb0b..4fd6434 100755
--- a/man/rnegbinRw.Rd
+++ b/man/rnegbinRw.Rd
@@ -61,7 +61,7 @@ rnegbinRw(Data, Prior, Mcmc)
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby, McCulloch. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Sridhar Narayanam & Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/rnmixGibbs.Rd b/man/rnmixGibbs.Rd
index f1788d3..598b03a 100755
--- a/man/rnmixGibbs.Rd
+++ b/man/rnmixGibbs.Rd
@@ -64,7 +64,7 @@ rnmixGibbs(Data, Prior, Mcmc)
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 3. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/rscaleUsage.Rd b/man/rscaleUsage.Rd
index 4106a4c..f3ff4b0 100755
--- a/man/rscaleUsage.Rd
+++ b/man/rscaleUsage.Rd
@@ -58,7 +58,7 @@ rscaleUsage(Data,Prior, Mcmc)
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby, and McCulloch, Case Study on Scale Usage Heterogeneity. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Rob McCulloch and Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/rsurGibbs.Rd b/man/rsurGibbs.Rd
index cd521f3..53e0c70 100755
--- a/man/rsurGibbs.Rd
+++ b/man/rsurGibbs.Rd
@@ -50,7 +50,7 @@ rsurGibbs(Data, Prior, Mcmc)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 3. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/rtrun.Rd b/man/rtrun.Rd
index 8918219..758c7bd 100755
--- a/man/rtrun.Rd
+++ b/man/rtrun.Rd
@@ -25,7 +25,7 @@ rtrun(mu, sigma, a, b)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 2. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/runireg.Rd b/man/runireg.Rd
index b3168ff..9eab58b 100755
--- a/man/runireg.Rd
+++ b/man/runireg.Rd
@@ -39,7 +39,7 @@ runireg(Data, Prior, Mcmc)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 2. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/runiregGibbs.Rd b/man/runiregGibbs.Rd
index 2f0eb4a..ab04c83 100755
--- a/man/runiregGibbs.Rd
+++ b/man/runiregGibbs.Rd
@@ -40,7 +40,7 @@ runiregGibbs(Data, Prior, Mcmc)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 3. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/rwishart.Rd b/man/rwishart.Rd
index cb8cfd5..447ea97 100755
--- a/man/rwishart.Rd
+++ b/man/rwishart.Rd
@@ -30,7 +30,7 @@ rwishart(nu, V)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 2. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/simmnl.Rd b/man/simmnl.Rd
index a3d4ac5..1c097cc 100755
--- a/man/simmnl.Rd
+++ b/man/simmnl.Rd
@@ -26,7 +26,7 @@ simmnl(p, n, beta)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby, and McCulloch. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/simmnlwX.Rd b/man/simmnlwX.Rd
index 06e7c31..07dfc9a 100755
--- a/man/simmnlwX.Rd
+++ b/man/simmnlwX.Rd
@@ -21,7 +21,7 @@ simmnlwX(n, X, beta)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/simmnp.Rd b/man/simmnp.Rd
index 916e1eb..0245f09 100755
--- a/man/simmnp.Rd
+++ b/man/simmnp.Rd
@@ -26,7 +26,7 @@ simmnp(X, p, n, beta, sigma)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 4. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/simmvp.Rd b/man/simmvp.Rd
index 536e287..8c06042 100755
--- a/man/simmvp.Rd
+++ b/man/simmvp.Rd
@@ -25,7 +25,7 @@ simmvp(X, p, n, beta, sigma)
}
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 4. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
diff --git a/man/simnhlogit.Rd b/man/simnhlogit.Rd
index 3a602db..198fe16 100755
--- a/man/simnhlogit.Rd
+++ b/man/simnhlogit.Rd
@@ -28,7 +28,7 @@ simnhlogit(theta, lnprices, Xexpend)
\references{ For further discussion, see \emph{Bayesian Statistics and Marketing}
by Rossi, Allenby and McCulloch, Chapter 4. \cr
- \url{http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html}
+ \url{http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html}
}
\author{ Peter Rossi, Graduate School of Business, University of Chicago,
--
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