Description Usage Arguments Value Examples
This function estimates the variance covariance matrix for a
1 |
data |
N by P data matrix. |
iter |
Number of iterations for the Gibbs sampler. |
burn |
Number of samples to burn in. |
seed |
Seed for the Gibbs sampler |
CI |
Credible interval quantile, as a decimal (ie, for 95 percent, 0.95). |
S0 |
Prior variance covariance matrix. |
nu0 |
Prior degrees of freedom for inverse Wishart prior distribution. |
mu0 |
Prior means for each column. |
Returns median posterior estimates of the variance covariance matrix.
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