nigPost: Normal-Inverse-Gamma posterior density function

In pasudyan/ConstrMixMod: MCMC methods for flexible mixture modeling on constrained spaces

Description

This function generates samples from the posterior density of a Normal-Inverse-Gamma funcion

Usage

nigPost(m0, v0, a0, b0, SS)

Arguments

m0	location parameter for the Normal distribution (real)
v0	scale parameter for variance of the Normal distribution (real > 0)
a0	shape parameter for the Inverse-Gamma distribution (real > 0)
b0	rate parameter for the Inverse-Gamma distribution (real > 0)
SS	a list which includes list(n = number of observations, mn = mean, S = covariance)

Value

a list with mean and variance

Examples

nigPost(0, 1, 2, 3, list(n = 2, mn = 1, S = 0.1))

pasudyan/ConstrMixMod documentation built on May 10, 2019, 8:26 a.m.