posterior.iWishart: Posterior based on an inverse Wishart distribution for...

Description Usage Arguments Value See Also

View source: R/wishart.R

Description

Combine data and inverse Wishart prior of covariance matrix.

Usage

1
posterior.iWishart(n, S, m0, V0)

Arguments

n

Sample size.

S

Sample covariance matrix (MLE).

m0

Degrees of freedom of the inverse Wishart prior.

V0

Scale matrix of the inverse Wishart prior.

Value

The mean and variance of the inverse Wishart distribution.

See Also

posterior.Wishart precision matrix.


johnnyzhz/wishartprior documentation built on Jan. 9, 2021, 12:37 a.m.