nix2_update: Conjugate updating of Normal-Chi^-2 parameters

Description Usage Arguments Value

View source: R/nix.R

Description

This uses the parametrization from Murphy (2008; University of British Columbia).

Usage

1
2
nix2_update(p = list(nu = 0, kappa = 0, mu = 0, sigma2 = 0), x = NA,
  n = length(x), xbar = mean(x), ss = s2 * (n - 1), s2 = var(x))

Arguments

p

named list of distribution parameters (mu, sigma2, nu, and kappa)

x

vector of observations to update with (optional if summary stats are passed)

n

number of observations (overrides x)

xbar

observed mean (overrides x)

ss

observed sum of squares (overrides x and s2)

s2

observed sample variance (ss / (n-1); overrides x)

Value

Updated parameters


kleinschmidt/beliefupdatr documentation built on May 24, 2020, 8:26 p.m.