View source: R/MH_sample_post.R

sample_post_t_ref_marg_mu | R Documentation |

This function implements Metropolis-Hastings algorithm for drawing samples
from the posterior distribution of *\mathbf{μ}* and *\mathbf{Ψ}*
under the assumption of the t-distribution when the Berger and Bernardo prior
is employed. At each step, the algorithm starts with generating a draw from
the marginal distribution of *\mathbf{μ}*.

sample_post_t_ref_marg_mu(X, U, d, Np)

`X` |
A |

`U` |
A |

`d` |
Degrees of freedom for the t-distribution |

`Np` |
Length of the generated Markov chain. |

List with the generated samples from the joint posterior distribution
of *\mathbf{μ}* and *\mathbf{Ψ}*, where the values of
*\mathbf{Ψ}* are presented by using the vec operator.

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