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Boom (version 0.9.15)

mvn.diagonal.prior: diagonal MVN prior

Description

A multivariate normal prior distribution formed by the product of independent normal margins.

Usage

MvnDiagonalPrior(mean.vector, sd.vector)

Arguments

mean.vector

A vector giving the mean of the prior distribution.

sd.vector

The standard deviations of the components in the distribution. I.e. the square root of the diagonal of the variance matrix.

Author

Steven L. Scott steve.the.bayesian@gmail.com

References

Gelman, Carlin, Stern, Rubin (2003), "Bayesian Data Analysis", Chapman and Hall.