Bayesian Analysis Framework for MVN (Mixture) Distribution
Description
Tools of Bayesian analysis framework using the method
suggested by Berger (1985) for
multivariate normal (MVN) distribution and multivariate normal
mixture (MixMVN) distribution:
a) calculating Bayesian posteriori of (Mix)MVN distribution;
b) generating random vectors of (Mix)MVN distribution;
c) Markov chain Monte Carlo (MCMC) for (Mix)MVN distribution.