R/NormalNormalPosterior.r

In bpp: Computations Around Bayesian Predictive Power

NormalNormalPosterior <- function(datamean, sigma, n, nu, tau){
     
postmean <- (n / (sigma ^ 2) + tau ^ (-2)) ^ (-1) * (n * datamean / (sigma ^ 2) + nu / (tau ^ 2))     
postsigma <- sqrt((n / (sigma ^ 2) + tau ^ (-2)) ^ (-1))

res <- list("postmean" = postmean, "postsigma" = postsigma)
return(res)
}













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