Compute (non-normalized) posterior densities for a given parameter set.
dposterior(posterior_sample, data, theta = NULL)
a list given by the Bliss_Gibbs_Sampler
function.
a list containing
a numerical vector, the outcomes.
a list of matrices, the qth matrix contains the observations of the
qth functional covariate at time points given by grids
.
a matrix or a vector which contains the parameter set.
Return the (log) posterior density, the (log) likelihood and the (log) prior density for the given parameter set.
If the theta
is NULL, the posterior density is computed from
the MCMC sample given in the posterior_sample
.