Hi,
I have f(X,Y) and would like to simulate a marginal f(x) with the Gibbs sampling where conditional distribution of X is Binomial and conditional distribution of Y is Beta.
Thank you for any ideas.
Regards,
Yuliya
I would use PROC MCMC, which supports Gibbs sampling.
If you insist on using SAS/IML, there are several papers on the topic. Search lexjansen.com for
"Gibbs sampling" iml
and you will find several papers that can get you started.
Please don't post the same question in multiple forums.
If you have access to it, check Rick Wicklins book on Simulation in SAS.
Ok, sorry.
Thank you.
Regards,
Yuliya
I would use PROC MCMC, which supports Gibbs sampling.
If you insist on using SAS/IML, there are several papers on the topic. Search lexjansen.com for
"Gibbs sampling" iml
and you will find several papers that can get you started.
Available on demand!
Missed SAS Innovate Las Vegas? Watch all the action for free! View the keynotes, general sessions and 22 breakouts on demand.
Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.
Find more tutorials on the SAS Users YouTube channel.