Description Usage Arguments Details Value Author(s) References See Also Examples

Density generating function for the inverse Wishart distribution.

1 |

`x` |
Vector of quantiles. |

`V` |
Numeric matrix of the expected (co)variances |

`nu` |
Numeric for the degree of belief parameter for the inverse- Wishart. |

`marginal` |
Logical indicating whether the densities for a single
variance ( |

When `V = 1`

, the inverse Wishart distribution is equivalent to an
inverse Gamma distribution with shape and scale parameters set to
`nu / 2`

. In other words, the inverse Gamma is a special case of the
inverse Wishart (Hadfield 2015, p. 12), where the inverse Wishart is the
multivariate generalization of the inverse Gamma distribution.

As `nu`

goes to infinity, the point mass moves towards `V`

. The
mode of the distributions is calculated by `(V * nu) / (nu + 2)`

(Hadfield 2015, p. 12).

A `list`

containing

- x
Numeric vector of quantiles originally passed to the function.

- y
Numeric vector of densities.

Hadfield, J. 2015. MCMCglmm Course Notes. June 20, 2015.

Other prior functions: `rpeIW`

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 | ```
xseq <- seq(from = 1e-16, to = 5, length = 1000)
# Plot range of prior distributions
## start with inverse Gamma with small degree of belief and point mass ~ 0
IG0.002 <- dIW(xseq, V = 1, nu = 0.002)
IG0.02 <- dIW(xseq, V = 1, nu = 0.02)
IG0.2 <- dIW(xseq, V = 1, nu = 0.2)
## end with point mass near V
IG1 <- dIW(xseq, V = 1, nu = 1)
plot(IG0.002, type = "n",
main = "Inverse Gamma\nV = 1",
xlab = "Variance", ylab = "Density",
xlim = c(0, max(xseq)),
ylim = c(0, max(c(IG0.002$y, IG0.02$y, IG0.2$y, IG1$y))))
lines(IG0.02, lwd = 2, col = "red")
lines(IG0.2, lwd = 2, col = "blue")
lines(IG1, lwd = 2, col = "grey40")
lines(IG0.002, lwd = 3, col = "black")
legend("topright", lwd = 2, col = c("black", "red", "blue", "grey40"),
title = "nu", legend = as.character(c(0.002, 0.02, 0.2, 1)),
inset = 0.01)
#######################
# Marginal variance
#######################
mar1 <- dIW(xseq, V = diag(2), nu = 1.002, marginal = TRUE)
# compare to IG0.002 above
plot(mar1, type = "n",
main = "Marginal prior for a variance:\n IW(V = diag(2), nu = 1.002)",
xlab = "Variance", ylab = "Density",
xlim = c(0, max(xseq)), ylim = c(0, max(c(mar1$y, IG0.002$y))))
lines(mar1, lwd = 2, col = "red")
lines(IG0.002, lwd = 2, col = "black")
legend("topright", col = c("red", "black"), lwd = 2,
legend = c("marginal prior",
"univariate prior\nIG(V=1, nu=0.002)"),
inset = 0.01)
``` |

matthewwolak/wolakR documentation built on Feb. 25, 2018, 9:38 a.m.

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