#source("c:/Work07/ShortCourse07/Programs/PoissonCompletion2.txt",print.eval=TRUE)# #This does the gibbs sampler for the poisson completion# #Adds Rao-Blackwellized Estimator nsim<-500 lam<-array(313/360,dim=c(nsim,1)) z<-array(0,dim=c(13,1)); RB<-array(313/360,dim=c(nsim,1)) #-------------------------------------------------------- for (j in 2:nsim) { for(i in 1:13) { while(z[i] < 4) z[i] <- rpois(1,lam[j -1])} a<-313+sum(z)+1 lam[j]<-rgamma(1,a,scale=1/360); RB[j]<-(313+sum(z))/360 z<-z*0; } den<-1:(nsim) meanlam<-cumsum(lam)/den; par(mfrow=c(1,2)) plot(meanlam,type="l",ylim=c(.9,1.1),xlab="iteration",ylab="estimate",col="red") par(new=T) plot(cumsum(RB)/den,type="l",ylim=c(.9,1.1),xlab="iteration",ylab="estimate",col="blue") hist(lam,main="Mean",freq=F,col="green")