Evaluates the log of the observed-data posterior density at a user-supplied value of the parameter. Assumes a normal-inverted Wishart prior. This function is useful for monitoring the progress of EM and data augmentation.
logpost.norm(s, theta, prior)
summary list of an incomplete normal data matrix created by the
vector of normal parameters expressed on transformed scale in packed
storage, such as one produced by the function
optional prior distribution. This is a list containing the
hyperparameters of a normal-inverted Wishart distribution. In order,
the elements of the list are: tau (a scalar), m (a scalar), mu0 (a
vector of length
value of the observed-data log-posterior density
See Section 5.3.5 of Schafer (1996)
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