likelihood: Read and Set Likelihood to the Corresponding Conjugate Prior

Description Usage Arguments Details Supported Conjugate Prior-Likelihood Pairs Examples

View source: R/likelihood.R

Description

Read and set the likelihood distribution corresponding to the conjugate prior distribution.

Usage

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Arguments

mix

Prior mixture distribution.

value

New likelihood. Should only be changed for Gamma priors as these are supported with either Poisson (value="poisson") or Exponential (value="exp") likelihoods.

Details

If the prior and posterior distributions are in the same family, then the prior distribution is called a conjugate prior for the likelihood function.

Supported Conjugate Prior-Likelihood Pairs

Prior/Posterior Likelihood Predictive Summaries
Beta Binomial Beta-Binomial n, r
Normal Normal (fixed σ) Normal n, m, se
Gamma Poisson Gamma-Poisson n, m
Gamma Exponential Gamma-Exp (not supported) n, m

Examples

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# Gamma mixture
gmix <- mixgamma(c(0.3, 20, 4), c(0.7, 50, 10))

# read out conjugate partner
likelihood(gmix)

ess(gmix)

# set conjugate partner
likelihood(gmix) <- "exp"

# ... which changes the interpretation of the mixture
ess(gmix)

RBesT documentation built on Nov. 24, 2021, 5:07 p.m.