posterior.iWishart: Posterior based on an inverse Wishart distribution for...
In johnnyzhz/wishartprior: Wishart and invserse Wishart Priors for Covariance Matrix
Description
Usage
Arguments
Value
See Also
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.
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Description Usage Arguments Value See Also
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.
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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