Description Usage Arguments Value Examples
Evaluates and plots the posterior density for sigma, the standard deviation of a Normal distribution where the mean mu is known
1 |
y |
a random sample from a normal(mu,sigma^2) distribution. |
mu |
the known population mean of the random sample. |
S0 |
the prior scaling factor. |
kappa |
the degrees of freedom of the prior. |
... |
additional arguments that are passed to |
A list will be returned with the following components:
sigma |
the vaules of sigma for which the prior, likelihood and posterior have been calculated |
prior |
the prior density for sigma |
likelihood |
the likelihood function for sigma given y |
posterior |
the posterior density of sigma given y |
S1 |
the posterior scaling constant |
kappa1 |
the posterior degrees of freedom |
1 2 3 4 5 6 7 8 9 10 11 12 | ## Suppose we have five observations from a normal(mu, sigma^2)
## distribution mu = 200 which are 206.4, 197.4, 212.7, 208.5.
y = c(206.4, 197.4, 212.7, 208.5, 203.4)
## We wish to choose a prior that has a median of 8. This happens when
## S0 = 29.11 and kappa = 1
nvaricp(y,200,29.11,1)
## Same as the previous example but a calculate a 95% credible
## interval for sigma. NOTE this method has changed
results = nvaricp(y,200,29.11,1)
quantile(results, probs = c(0.025, 0.975))
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