niwPost: Normal-Inverse-Wishart 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-Wishart funcion

Usage

niwPost(mu0, lam, Phi, nu, SS)

Arguments

mu0	location parameter for the Gaussian distribution
lam	scale parameter for 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
SS	a list which includes list(n = number of observations, mn = mean, S = covariance matrix)

Value

a list with mean and covariance matrix

Examples

SS = list(n = 2, mn = rep(0.7, 2), S = diag(0.1,2))
niwPost(rep(1/2,2), 1, diag(0.1, 2), 2, SS)

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