mnix_post: Calculate the parameters of the mNIX conjugate posterior...

In mlysy/losmix: Inference for Gaussian Location-Scale Mixed-Effects Models

Description

Calculate the parameters of the mNIX conjugate posterior distribution.

Usage

mnix_post(id, y, X, lambda, Omega, nu, tau)

Arguments

id	Subject identifiers. A vector of length n consisting of nsub <= n distinct elements. If missing default to rep(1, n), i.e., only one subject.
y	Response vector for all subjects. A vector of length n.
X	Covariate matrix from all subjects. A matrix of size n x p.
lambda	Prior mean parameter. A vector of length p, or a matrix of size n x p.
Omega	Prior precision matrix. A matrix of size p x p, or an array of size p x p x n.
nu	Prior degrees-of-freedom. A scalar or a vector of length n.
tau	Prior scale parameter. A scalar or a vector of length n.

Value

A list with elements lambda, Omega, nu, and tau of posterior parameters, consisting of a matrix of size n x p, and array of size p x p x n, and two vectors of length n, respectively.

mlysy/losmix documentation built on Jan. 18, 2021, 5:56 a.m.