niw: Normal-Inverse-Wishart function

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

Description

This function generates samples from a Normal-Inverse-Wishart density

Usage

niw(mu0, lam, Phi, nu)

Arguments

lam	scale parameter for the variance of the Gaussian distribution
Phi	a positive definite scale matrix for the Inverse-Wishart distribution
nu	degrees of freedom parameter for the Inverse-Whisart distribution
m0	location parameter for the Gaussian distribution

Value

list with mean and covariance matrix

Examples

niw(rep(1/2,2), 1, diag(0.1, 2), 2)

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