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. Author manuscript; available in PMC: 2021 Aug 6.
Published in final edited form as: J Am Stat Assoc. 2020 Oct 1;116(534):833–844. doi: 10.1080/01621459.2020.1811098
Gibbs Sampler I:
 for m = 0, let (L(0), Y(0)) denote initial values;
 for m = 0,…, M
  let i = (m mod N) + 1;
  draw Li(m+1) from f(LiLi(m)) and Yi(m+1)) from
f(YiYi(m),a,L(m));
Let Li(m+1)=Li(m) and Yi(m+1)=Yi(m).