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By default, all model parameters are sampled from a multivariate normal distribution, whose characteristics are specified by the variance-covariance matrix. OMEGAs and SIGMAs can be sampled from scaled inverse chi-squared or Wishart distributions by setting the wishart argument to TRUE. In that case, THETAs are still sampled from a multivariate normal distribution, while OMEGAS and SIGMAs are sampled from scaled inverse chi-squared (univariate OMEGA/SIGMA distribution) and Wishart (block of OMEGAs/SIGMAs) distribution, respectively. When wishart is set to TRUE, the degrees of freedom of the distribution must be specified, respectively, odf for the OMEGAs and sdf for the SIGMAs.

Usage

AutoReplicationSettings(
  wishart = FALSE,
  odf = NA,
  sdf = NA,
  checkMinMax = TRUE,
  checkPosDef = FALSE,
  quiet = NA
)

Arguments

wishart

logical, sample OMEGAs and SIGMAs from scaled inverse chi-squared (univariate OMEGA distribution) or Wishart distribution (block of OMEGAs)

odf

the degrees of freedom for the scaled inverse chi-squared/Wishart distribution with regards to the OMEGAs, single integer value (the same degrees of freedom for all OMEGA blocks) or integer vector (one value per OMEGA block)

sdf

the degrees of freedom for the scaled inverse chi-squared/Wishart distribution with regards to the SIGMAs, single integer value (the same degrees of freedom for all SIGMA blocks) or integer vector (one value per SIGMA block)

checkMinMax

logical, check for min/max values when sampling the parameters, default is TRUE

checkPosDef

logical, check for positive definiteness when sampling the OMEGA/SIGMA parameters from the variance-covariance matrix (i.e. when wishart=FALSE), default is FALSE (requires extra time)

quiet

logical, suppress info messages, default is NA. By default, messages will be printed out when the success rate of sampling the parameters is below 95%.

Value

replication settings