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Simulation with different values of the AR(1) parameter ρ and inter-outcome scalar c. The posterior means (with 95% credible intervals) show that these parameters are correctly recovered.
| Sim No. (true values) | ρ | c |
|---|---|---|
| Sim 1 (ρ = −0.8, c = 0.9) | −0.77(−0.81,−0.74) | 0.86 (0.69, 1.00) |
| Sim 2 (ρ= 0.5, c = −0.3) | −0.53(−0.48,−0.57) | −0.28(−0.44,−0.12) |
| Sim 3 (ρ = −0.1, c = 0.01) | −0.09(−0.14,−0.02) | 0.03(−0.10, 0.18) |
