MVN_BayesianPosterior <-
function(data, pri_mean=colMeans(data), pri_var=diag(length(data[1,]))){
if(rcond(var(data)) < .Machine$double.eps){
warning("Caustion: No enough data for Bayesian Posterior.")
}
else{
N <- length(data[,1])
var <- solve(N*solve(var(data)) + solve(pri_var))
temp <- crossprod(solve(var(data)), colSums(data)) + crossprod(solve(pri_var), pri_mean)
mean <- var %*% temp
results <- list("mean"=mean, "var"=var)
return(results)
}
}
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