S-Plus program
| function (bhat, vhat, z, niter) |
| { |
| ### Define the number of estimates (n) and the number of parameters in the prior model (p) |
| n <− length (bhat) |
| p <− ncol (z) |
| ### Set initial value for Vhattrue (vart) to 0 |
| vart <− 0 |
| ### Generate vector to store values of Vhattrue from each iteration |
| v <− vector (length = niter+ 1) |
| v [1] <− 0 |
| ### Generate column of 1s for use in calculations |
| I <− matrix (1, n, 1) |
| ### Start iterative loop |
| for (i in 1:niter) { |
| ### Define weights (W) and calculate their sum (w) |
| W <− solve (vhat+ vart* diag(n)) |
| w <− t(I) %*% W %*% I |
| ### Calculate lnSIRmean (pi) and a vector of prior means (mu) |
| pi <− solve (t(z) %*% W %*% z) %*% t(z) %*% W %*% bhat |
| mu <− z %*% pi |
| ### Calculate D, Vhatobs (varo) and Vhatmean (varm) |
| D <− bhat− mu |
| varo <− t(D) %*% W %*% D/w |
| varm <− (t(I) %*% W %*% vhat %*% I)/w |
| function (bhat, vhat, z, niter) |
| { |
| ### Define the number of estimates (n) and the number of parameters in the prior model (p) |
| n <− length (bhat) |
| p <− ncol (z) |
| ### Set initial value for Vhattrue (vart) to 0 |
| vart <− 0 |
| ### Generate vector to store values of Vhattrue from each iteration |
| v <− vector (length = niter+ 1) |
| v [1] <− 0 |
| ### Generate column of 1s for use in calculations |
| I <− matrix (1, n, 1) |
| ### Start iterative loop |
| for (i in 1:niter) { |
| ### Define weights (W) and calculate their sum (w) |
| W <− solve (vhat+ vart* diag(n)) |
| w <− t(I) %*% W %*% I |
| ### Calculate lnSIRmean (pi) and a vector of prior means (mu) |
| pi <− solve (t(z) %*% W %*% z) %*% t(z) %*% W %*% bhat |
| mu <− z %*% pi |
| ### Calculate D, Vhatobs (varo) and Vhatmean (varm) |
| D <− bhat− mu |
| varo <− t(D) %*% W %*% D/w |
| varm <− (t(I) %*% W %*% vhat %*% I)/w |