bbricks (version 0.1.4)

dPosterior.GaussianNIG: Density function of the posterior distribution of a "GaussianNIG" object

Description

Generate the the density value of the posterior distribution of the following structure: $$x \sim Gaussian(X beta,sigma^2)$$ $$sigma^2 \sim InvGamma(a,b)$$ $$beta \sim Gaussian(m,sigma^2 V)$$ Where X is a row vector, or a design matrix where each row is an obervation. InvGamma() is the Inverse-Gamma distribution, Gaussian() is the Gaussian distribution. See ?dInvGamma and dGaussian for the definitions of these distribution. The model structure and prior parameters are stored in a "GaussianNIG" object. Posterior density is the density function of beta,sigma^2|a,b,m,V.

Usage

# S3 method for GaussianNIG
dPosterior(obj, beta, sigma2, LOG = TRUE, ...)

Arguments

obj

A "GaussianNIG" object.

beta

numeric vector.

sigma2

numeric.

LOG

Return the log density if set to "TRUE".

...

Additional arguments to be passed to other inherited types.

Value

numeric, the posterior density of (beta,sigma^2).

See Also

GaussianNIG, rPosterior.GaussianNIG

Examples

# NOT RUN {
obj <- GaussianNIG(gamma=list(m=c(0,0),V=diag(2),a=1,b=1))
dPosterior(obj = obj,beta=runif(2),sigma2=3)
# }