rpredNormIG1: The Normal-Inverse Gamma Predictive Distribution

View source: R/rpredNormIG1.R

rpredNormIG1R Documentation

The Normal-Inverse Gamma Predictive Distribution

Description

rpredNormIG1 returns a random sample of size n from the Normal-Inverse Gamma predictive probability distribution

Usage

rpredNormIG1(S, y, mu0 = 0, k0 = 1, sig20 = 1, nu0 = 1, Jeffreys = FALSE)

Arguments

S

desired random sample size

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)

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.