Generate the MPE estimate of Sigma in following model structure:
x \sim Gaussian(mu,Sigma)
Sigma \sim InvWishart(v,S)
mu is known. Gaussian() is the Gaussian distribution. See
?dInvWishart for the definition of the distributions.
The model structure and prior parameters are stored in a "GaussianInvWishart" object.
The MPE estimates are:
(Sigma_MPE) = E(Sigma|v,S,x,mu)
A "GaussianInvWishart" object.
Additional arguments to be passed to other inherited types.
matrix, the MPE estimate of "Sigma".
Gelman, Andrew, et al. Bayesian data analysis. CRC press, 2013.
MARolA, K. V., JT KBNT, and J. M. Bibly. Multivariate analysis. AcadeInic Press, Londres, 1979.
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