Description Usage Arguments Value Author(s) Examples
Computes the log posterior density of mean and log standard deviation for a Normal/Normal exchangeable model where (mean, log sd) is given a uniform prior.
| 1 | normnormexch(theta,data)
 | 
| theta | vector of parameter values of mu and log tau | 
| data | a matrix with columns y (observations) and v (sampling variances) | 
value of the log posterior
Jim Albert
| 1 2 3 4 5 | 
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