posterior.Wishart: Posterior based on a Wishart distribution for precision...
In johnnyzhz/wishartprior: Wishart and invserse Wishart Priors for Covariance Matrix
Description
Usage
Arguments
Value
See Also
Description
Combine data and Wishart prior of precision matrix.
Usage
1
posterior.Wishart(n, S, w0, U0)
Arguments
n
Sample size.
S
Sample covariance matrix (MLE).
w0
Degrees of freedom of the Wishart prior.
U0
Scale matrix of the Wishart prior.
Value
The mean and variance of both Wishart and inverse Wishart distribution.
See Also
posterior.iWishart covariance matrix.
johnnyzhz/wishartprior documentation built on Jan. 9, 2021, 12:37 a.m.
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Description Usage Arguments Value See Also
Description
Combine data and Wishart prior of precision matrix.
Usage
1 | posterior.Wishart(n, S, w0, U0)
|
Arguments
n |
Sample size. |
S |
Sample covariance matrix (MLE). |
w0 |
Degrees of freedom of the Wishart prior. |
U0 |
Scale matrix of the Wishart prior. |
Value
The mean and variance of both Wishart and inverse Wishart distribution.
See Also
posterior.iWishart covariance matrix.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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