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MVNBayesian (version 0.0.8-11)

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.

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Install

install.packages('MVNBayesian')

Monthly Downloads

147

Version

0.0.8-11

License

GPL-2

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0

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Maintainer

ZHANG Chen

Last Published

August 16th, 2018

Functions in MVNBayesian (0.0.8-11)

MVN_BayesianPosteriori

Calculate Bayesian posteriori MVN distribution
MixMVN_MCMC

MCMC simulation for MVN mixture distribution
dataset1

Dataset for MVN test
dataset2

Dataset for MVN mixture test
MVN_MCMC

MCMC simulation for MVN distribution
MatrixAlternative

Interchanging specified rows and columns
MixMVN_BayesianPosteriori

Calculate Bayesian posteriori MVN mixture distribution
MVN_BayesianIterator

Parameter estimation using Bayesian iteration
Ascending_Num

Renumbering vector by elemental frequency
MVN_FConditional

Calculate full conditional normal ditribution of MVN
MVNBayesian-package

MVNBayesian
MVN_GibbsSampler

Gibbs sampler for MVN distribution
MixMVN_GibbsSampler

Gibbs sampler for MVN mixture distribution