posterior_cov | R Documentation |
This is an internal (non-exported) function. This help page provides additional documentation mainly intended for developers and expert users.
posterior_cov(Vinv, U)
Vinv |
R x R inverse covariance matrix for the likelihood |
U |
R x R prior covariance matrix |
If bhat is N(b,V) and b is N(0,U) then b|bhat N(mu1,U1). This function returns U1.
R x R posterior covariance matrix
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