[R-sig-ME] mcmcsamp

Oliver Soong osoong+r at gmail.com
Wed Sep 21 01:13:52 CEST 2016


I know mcmcsamp is no longer released as part of lme4, but I was
looking the code to see if I could understand what it used to do.
Mostly, I was hoping to figure out what sort of MCMC sampler it was
using.  I seem to have failed.  I'm only familiar with some of the
most common samplers, but all of them involve some sort of
accept/reject step, and I couldn't figure out where that occurred in
mcmcsamp.  An RNG only seems to be invoked in MCMC_beta_u.  My best
guess is it's actually directly sampling the posterior distribution
used the fitted/estimated parameters.  Can somebody give me a few
hints as to what's going on here?

Oliver



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