Description Usage Arguments Value References See Also Examples
This function computes the exact marginal likelihood for Normally distributed data, under the default priors.
1 | MNmargLike(y, X=NULL, LOG=FALSE)
|
y |
data matrix. |
X |
(optional) a design matrix. |
LOG |
logical; if TRUE, the log-marginal likelihood is returned. |
A scalar representing the marginal likelihood of a (multivariate) Normal model under the default priors for data y. If the design matrix X is provided, the function returns the marginal likelihood of a (multivariate) regression model with Normally distributed errors.
Liseo B, Parisi A (2013). Bayesian Inference for the Multivariate Skew-Normal Model: A Population Monte Carlo approach. Comput. Statist. Data Anal., 63, 125-138. ISSN 0167-9473. doi:10.1016/j.csda.2013.02.007.
1 2 3 4 5 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.