bbricks (version 0.1.4)

rPosterior.GaussianInvWishart: Generate one ramdom sample from the posterior distribution of a "GaussianInvWishart" object

Description

Generate random samples from the posterior distribution of the following structure: $$x \sim Gaussian(mu,Sigma)$$ $$Sigma \sim InvWishart(v,S)$$ mu is known. Gaussian() is the Gaussian distribution. See ?dGaussian and ?dInvWishart for the definition of the distributions. The model structure and prior parameters are stored in a "GaussianInvWishart" object. Posterior distribution is InvWishart(Sigma|v,S).

Usage

# S3 method for GaussianInvWishart
rPosterior(obj, ...)

Arguments

obj

A "GaussianInvWishart" object.

...

Additional arguments to be passed to other inherited types.

Value

matrix, a sample of Sigma.

See Also

GaussianInvWishart, dPosterior.GaussianInvWishart

Examples

# NOT RUN {
obj <- GaussianInvWishart(gamma=list(mu=c(-1.5,1.5),v=3,S=diag(2)))
rPosterior(obj = obj)
# }