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Large data sets with high dimensional fixed effects
dcervone
·
Oct 14, 2009
·
r-help
Hi, I have a data set that consists of about 2 million observations and several high dimensional fixed effects (2 factors at around 1000 levels each, and others with a few hundred levels). I'm looking to run linear and...
Possible bug with MCMCpack metropolis sampler
dcervone
·
Aug 4, 2012
·
r-help
Hi, I'm having issues with what I believe is a bug in the MCMCpack's MCMCmetrop1R function. I have code that basically looks like this: posterior.sampler <- function(data, prior.mu){ log.posterior <- function(theta) log.likelihood(data, theta...
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