dPosterior.GaussianInvWishart: Density function of the posterior distribution of a...

In bbricks: Bayesian Methods and Graphical Model Structures for Statistical Modeling

Description

Generate the the density value of the posterior distribution of the following structure:

x \sim Gaussian(mu,Sigma)

Sigma \sim InvWishart(v,S)

mu is known. Gaussian() is the Gaussian distribution. See ?dGaussian and ?dInvWishart for the definition of the distributions.
The model structure and prior parameters are stored in a "GaussianInvWishart" object.
Posterior density is the density function of InvWishart(Sigma|v,S).

Usage

## S3 method for class 'GaussianInvWishart'
dPosterior(obj, Sigma, LOG = TRUE, ...)

Arguments

obj	A "GaussianInvWishart" object.
Sigma	matrix.
LOG	Return the log density if set to "TRUE".
...	Additional arguments to be passed to other inherited types.

Value

numeric, the posterior density of Sigma.

See Also

GaussianInvWishart, rPosterior.GaussianInvWishart

Examples

obj <- GaussianInvWishart(gamma=list(mu=c(-1.5,1.5),v=3,S=diag(2)))
Sigma <- rInvWishart(df = 3,scale = diag(2))
dPosterior(obj = obj,Sigma=Sigma)

bbricks documentation built on July 8, 2020, 7:29 p.m.