mvpostmix: Prior to posterior updating for a multivariate normal mixture

In DoseFinding: Planning and Analyzing Dose Finding Experiments

Prior to posterior updating for a multivariate normal mixture

Description

Calculate conjugate posterior mixture of multivariate normals with known covariance matrix

Usage

mvpostmix(priormix, mu_hat, S_hat)

Arguments

priormix	Prior multivariate normal mixture given as a list of length 3. The first list entry contains the mixture weights, the second component the mean vectors and the third component of the list the covariance matrices.
mu_hat	estimated mean response for each dose
S_hat	estimated covariance matrix

Value

Returns a posterior multivariate normal mixture as a list of length 3, containing mixture weights, mean vectors and covariance matrices.

Author(s)

Marius Thomas

References

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bernardo1994DoseFinding

DoseFinding documentation built on Oct. 16, 2026, 5:08 p.m.