mvn.independent.sigma.prior: Independence prior for the MVN
In Boom: Bayesian Object Oriented Modeling
mvn.independent.sigma.prior R Documentation
Independence prior for the MVN
Description
A prior for the parameters of the multivariate normal
distribution that assumes Sigma to be a diagonal matrix with elements
modeled by independent inverse Gamma priors.
Usage
MvnIndependentSigmaPrior(mvn.prior, sd.prior.list)
Arguments
mvn.prior
An object of class MvnPrior that is the
prior distribution for the multivariate normal mean parameter.
sd.prior.list
A list of SdPrior objects modeling
the diagonal elements of the multivariate normal variance matrix. The
off-diagonal elements are assumed to be zero.
Author(s)
Steven L. Scott steve.the.bayesian@gmail.com
References
Gelman, Carlin, Stern, Rubin (2003), "Bayesian Data Analysis", Chapman
and Hall.
Boom documentation built on May 29, 2024, 5:08 a.m.
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| mvn.independent.sigma.prior | R Documentation |
Independence prior for the MVN
Description
A prior for the parameters of the multivariate normal distribution that assumes Sigma to be a diagonal matrix with elements modeled by independent inverse Gamma priors.
Usage
MvnIndependentSigmaPrior(mvn.prior, sd.prior.list)
Arguments
mvn.prior |
An object of class |
sd.prior.list |
A list of |
Author(s)
Steven L. Scott steve.the.bayesian@gmail.com
References
Gelman, Carlin, Stern, Rubin (2003), "Bayesian Data Analysis", Chapman and Hall.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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