dnorminvchi: The Normal-InvChi distribution

In nclbayes: Functions, Demos and Examples of Bayesian Analysis and Basic MCMC

Description

Density and random generation for the normal-inv-chi distribution with parameters b, c, g and h.

Usage

dnorminvchi(mu, sigma, b, c, g, h)

rnorminvchi(n, b, c, g, h)

Arguments

mu	vector of quantities.
sigma	vector of quantities.
b	mean.
c	must be strictly positive.
g	must be strictly positive.
h	must be strictly positive.
n	number of observations.

Note

If (mu,sigma)^T~NInvChi(b,c,g,h) then mu|sigma~N(b,sigma^2/c) and sigma~Inv-Chi(g,h). Also mu~t_(2g)(b,h/(gc)).

Examples

dnorminvchi(1, 1/sqrt(2), 1, 2, 5, 3)
rnorminvchi(1, 1, 2, 5, 3)

nclbayes documentation built on May 2, 2019, 5:53 p.m.