update_Omega_c: Update covariance of a single class

In RprobitB: Bayesian Probit Choice Modeling

Update covariance of a single class

Description

Update covariance of a single class

Usage

update_Omega_c(S_c, m_c, n_Omega_0, V_Omega_0)

Arguments

S_c	[matrix(P_r, P_r)] The scatter matrix of this class.
m_c	[integer(1)] The number of observations in this class.
n_Omega_0	[integer(1)] The degrees of freedom of the Inverse Wishart prior for each Omega_c.
V_Omega_0	[matrix(P_r, P_r)] The scale matrix of the Inverse Wishart prior for each Omega_c.

Value

An update for Omega_c.

Examples

update_Omega_c(S_c = diag(2), m_c = 10, n_Omega_0 = 4, V_Omega_0 = diag(2))

RprobitB documentation built on Aug. 26, 2025, 1:08 a.m.