RARtrials (version 0.0.2)

convert_gamma_to_chisq: Convert parameters from a Normal-Inverse-Gamma Distribution to a Normal-Inverse-Chi-Squared Distribution

Description

Convert parameters from a Normal-Inverse-Gamma distribution to a Normal-Inverse-Chi-Squared distribution.

Usage

convert_gamma_to_chisq(gpar)

Value

A list of parameters including mu, kappa, nu, sigsq from a Normal-Inverse-Chi-Squared distribution.

Arguments

gpar

a list of parameters including m, V, a, b from a Normal-Inverse-Gamma distribution.

Details

This function convert parameters from a Normal-Inverse-Gamma (\((\mu,\sigma^2) \sim NIG({\sf mean}=m,{\sf variance}=V \times \sigma^2,{\sf shape}=a,{\sf rate}=b)\)) distribution to a Normal-Inverse-Chi-Squared (\((\mu,\sigma^2) \sim NIX({\sf mean}=\mu,{\sf effective sample size}=\kappa,{\sf degrees of freedom}=\nu,{\sf variance}=\sigma^2/\kappa)\)) distribution.

References

Kevin2007RARtrials

Examples

convert_gamma_to_chisq(list(V=1/2,a=0.5,m=9.1/100,b=0.00002))