Simulation of Gamma and Inverse-Gamma Priors
/****************************************************************/
/* S A S S A M P L E L I B R A R Y */
/* */
/* NAME: MCMCGSM */
/* TITLE: Simulation of Gamma and Inverse-Gamma Priors */
/* PRODUCT: STAT */
/* SYSTEM: ALL */
/* KEYS: */
/* PROCS: MCMC */
/* DATA: */
/* */
/* SUPPORT: Fang Chen */
/* REF: PROC MCMC */
/* MISC: */
/****************************************************************/
data a;
run;
ods graphics on;
ods select DensityPanel;
proc mcmc data=a stats=none diag=none nmc=10000 outpost=gout
plots=density seed=1;
parms gamma_3_is2 gamma_001_sc4 igamma_12_sc001 igamma_2_is01;
prior gamma_3_is2 ~ gamma(shape=3, iscale=2);
prior gamma_001_sc4 ~ gamma(shape=0.01, scale=4);
prior igamma_12_sc001 ~ igamma(shape=12, scale=0.01);
prior igamma_2_is01 ~ igamma(shape=2, iscale=0.1);
model general(0);
run;
ods graphics off;