plotNormalInvGamma: Plot the bivariate PDF of the Normal Inverse Gamma...

In bayesAB: Fast Bayesian Methods for AB Testing

Description

Plot the bivariate PDF of the Normal Inverse Gamma Distribution.

Usage

plotNormalInvGamma(mu, lambda, alpha, beta)

Arguments

mu	μ parameter of the Normal Inverse Gamma distribution.
lambda	λ parameter of the Normal Inverse Gamma distribution.
alpha	α parameter of the Normal Inverse Gamma distribution.
beta	β parameter of the Normal Inverse Gamma distribution.

Value

The PDF of NormalInverseGamma(mu, lambda, alpha, beta)

Note

This is a bivariate distribution (commonly used to model mean and variance of the normal distribution) and returns a 2d contour plot instead of a typical one dimensional PDF. You may want to experiment with both this distribution and the plotNormal and plotInvGamma outputs separately before arriving at a suitable set of priors for the Normal and LogNormal bayesTest.

Examples

plotNormalInvGamma(3, 1, 1, 1)

Example output

bayesAB documentation built on June 25, 2021, 1:07 a.m.