ppredNormIG1: The Normal-Inverse Gamma Predictive Distribution

In vgharris3/predictiveInference: Predictive Inference Tools for Researchers

The Normal-Inverse Gamma Predictive Distribution

Description

ppredNormIG1 returns the cumulative predictive probability of future observations based on

Usage

ppredNormIG1(
  ypred,
  y,
  mu0 = 0,
  k0 = 1,
  sig20 = 1,
  nu0 = 1,
  S = 1e+05,
  Jeffreys = FALSE
)

Arguments

ypred	vector of values for which predictive probability is desired
y	vector of (observed) Normally-distributed values
mu0	mean of prior observations (set default)
k0	number of prior observations (default is 1)
sig20	variance of prior observations (set default)
nu0	number of prior observations (default is 1)
S	size of random sample used for density approximation (default is 10^5)
Jeffreys	flag for use of Jeffrey's prior

Value

random sample of size n Normal - Inverse Gamma predictive probability

Examples

1

vgharris3/predictiveInference documentation built on April 23, 2022, 3:11 p.m.