Dynamic IRT with random-walk priors (stub) — morie_spatial_voting_dynamic

Time-series IRT where ideal points evolve via a random walk: \(\phi_{i,t} \sim N(\phi_{i,t-1}, \tau^2)\).

Usage

morie_spatial_voting_dynamic_irt(
  votes,
  time_periods,
  n_samples = 500L,
  burn_in = 100L,
  seed = 42L
)

Arguments

votes: Vote matrix. @param time_periods Per-vote period indices.
time_periods: Integer vector of period indices (one per roll call) for the dynamic-IRT random-walk prior on ideal points.
n_samples: MCMC samples. @param burn_in Burn-in length.
burn_in: Integer; MCMC burn-in iterations.
seed: RNG seed.

Value

Never returns; raises NotYetPorted.

References

Martin, A. D. and Quinn, K. M. (2002). "Dynamic Ideal Point Estimation via Markov Chain Monte Carlo for the U.S. Supreme Court, 1953-1999." Political Analysis, 10(2).

Examples

if (FALSE) morie_spatial_voting_dynamic_irt(matrix(0, 4, 4), 1:4) # \dontrun{}