list2mniw: Convert list of MNIW parameter lists to vectorized format.

In LMN: Inference for Linear Models with Nuisance Parameters

Convert list of MNIW parameter lists to vectorized format.

Description

Converts a list of return values of multiple calls to lmn_prior() or lmn_post() to a single list of MNIW parameters, which can then serve as vectorized arguments to the functions in mniw.

Usage

list2mniw(x)

Arguments

x	List of n MNIW parameter lists.

Value

A list with the following elements:

Lambda

The mean matrices as an array of size p x p x n.

Omega

The between-row precision matrices, as an array of size p x p x .

Psi

The between-column scale matrices, as an array of size q x q x n.

nu

The degrees-of-freedom parameters, as a vector of length n.

LMN documentation built on Aug. 22, 2022, 5:06 p.m.