bbricks (version 0.1.1)

MAP.GaussianNIG: MAP estimate of a "GaussianNIG" object

Description

Generate the MAP estimate of "theta" in following Gaussian-NIG structure: beta,sigma^2|gamma ~ NIG(gamma) x|beta,sigma^2,X ~ Gaussian(X where gamma = (m,V,a,b) is the Normal-Inverse-Gamma(NIG) parameter, "m" is a numeric "location" parameter; "V" is a symmetric positive definite matrix representing the "scale" parameters; "a" and "b" are the "shape" and "rate" parameter of the Inverse Gamma distribution. The model structure and prior parameters are stored in a "GaussianNIG" object. MAP is beta,sigma^2_MAP = argmax_beta,sigma^2 p(beta,sigma^2|gamma,x,X).

Usage

# S3 method for GaussianNIG
MAP(obj, ...)

Arguments

obj

A "GaussianNIG" object.

...

Additional arguments to be passed to other inherited types.

Value

A named list, the MAP estimate of beta and sigma^2.

References

Banerjee, Sudipto. "Bayesian Linear Model: Gory Details." Dowloaded from http://www. biostat. umn. edu/~ ph7440 (2008).

See Also

GaussianNIG

Examples

# NOT RUN {
obj <- GaussianNIG(gamma=list(m=0,V=1,a=1,b=1))
X <- 1:20
x <- rnorm(20)+ X*0.3
ss <- sufficientStatistics(obj = obj,X=X,x=x)
posterior(obj = obj,ss = ss)
MAP(obj)
# }