# ************************************************************************* # # FILE: pumpexample.r # # Date Created: April 12, 2004 # Author: Mark E. Irwin # # Contents: Pump failure example of Gaver and O'Muircheartaigh (1987) as # proposed by Gelfand and Smith (1990). Analysis by Gibbs # Sampler. # # p_i | lambda_i ~ Poisson(lambda_i t_i) # lambda_i | beta ~ Gamma(alpha, beta) # beta | delta, gamma ~ IGamma(gamma, delta) # # Revision History # Date Name Changes/Reasons # # ************************************************************************* # # Input: # # None # # Output: # # None, but many variables are created # # ************************************************************************* # Data failures <- c(5, 1, 5, 14, 3, 19, 1, 1, 4, 22) time <- c(94.32, 15.72, 62.88, 125.76, 5.24, 31.44, 1.048, 1.048, 2.096, 10.48) rawrates <- failures / time # Prior alpha <- 1.8 delta <- 1 gamma <- 0.1 # Sampler Parameters betastart <- mean(rawrates) * alpha # betastart <- 1e-100 niter <- 11000 pump <- pumpgibbs(failures, time, alpha, delta, gamma, niter, betastart)