bbricks (version 0.1.4)

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

Description

Generate the the density value of the posterior distribution of the following structure: $$mu,Sigma|m,k,v,S \sim NIW(m,k,v,S)$$ $$x|mu,Sigma \sim Gaussian(mu,Sigma)$$ Where NIW() is the Normal-Inverse-Wishart distribution, Gaussian() is the Gaussian distribution. See ?dNIW and dGaussian for the definitions of these distribution. The model structure and prior parameters are stored in a "GaussianNIW" object. Posterior density is the density function of NIW(mu,Sigma|m,k,v,S).

Usage

# S3 method for GaussianNIW
dPosterior(obj, mu, Sigma, LOG = TRUE, ...)

Arguments

obj

A "GaussianNIW" object.

mu

vector.

Sigma

matrix, nrow(Sigma) = length(mu).

LOG

Return the log density if set to "TRUE".

...

Additional arguments to be passed to other inherited types.

Value

numeric, the posterior density of (mu,Sigma).

See Also

GaussianNIW, rPosterior.GaussianNIW

Examples

# NOT RUN {
obj <- GaussianNIW(gamma=list(m=c(0,0),k=1,v=2,S=diag(2)))
mu <- rnorm(2)
Sigma <- rInvWishart(df = 3,scale = diag(2))
dPosterior(obj = obj,mu=mu,Sigma = Sigma)
# }