rmixGibbs: Gibbs Sampler for Normal Mixtures w/o Error Checking

In bayesm: Bayesian Inference for Marketing/Micro-Econometrics

Gibbs Sampler for Normal Mixtures w/o Error Checking

Description

rmixGibbs makes one draw using the Gibbs Sampler for a mixture of multivariate normals. rmixGibbs is not designed to be called directly. Instead, use rnmixGibbs wrapper function.

Usage

rmixGibbs(y, Bbar, A, nu, V, a, p, z)

Arguments

y	data array where rows are obs
Bbar	prior mean for mean vector of each norm comp
A	prior precision parameter
nu	prior d.f. parm
V	prior location matrix for covariance prior
a	Dirichlet prior parms
p	prior prob of each mixture component
z	component identities for each observation – "indicators"

Value

a list containing:

p	draw of mixture probabilities
z	draw of indicators of each component
comps	new draw of normal component parameters

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Author(s)

Rob McCulloch (Arizona State University) and Peter Rossi (Anderson School, UCLA), [e-mail].

References

For further discussion, see Chapter 5 Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.

See Also

rnmixGibbs

bayesm documentation built on Sept. 24, 2023, 1:07 a.m.