MvnIndependentSigmaPrior

A prior for the parameters of the multivariate normal
 distribution that assumes Sigma to be a diagonal matrix with elements
 modeled by independent inverse Gamma priors.

mvn.independent.sigma.prior

A C++ library for Bayesian modeling, with an emphasis on Markov
chain Monte Carlo.  Although boom contains a few R utilities (mainly plotting
functions), its primary purpose is to install the BOOM C++ library on your
system so that other packages can link against it.

Steven Scott

Boom

Bayesian Object Oriented Modeling

mvn.independent.sigma.prior function

<dl> <dt>mvn.prior</dt>
<dd>An object of class <code>MvnPrior</code> that is the
 prior distribution for the multivariate normal mean parameter.</dd>
 <dt>sd.prior.list</dt>
<dd>A list of <code>SdPrior</code> objects modeling
 the diagonal elements of the multivariate normal variance matrix. The
 off-diagonal elements are assumed to be zero.</dd></dl>

Arguments

Steven L. Scott <a href="/link/steve.the.bayesian%40gmail.com?package=Boom&version=0.9.15" data-mini-rdoc="Boom::steve.the.bayesian@gmail.com">steve.the.bayesian@gmail.com</a>

Author

Independence prior for the MVN — mvn.independent.sigma.prior

<dl>

 <dt>mvn.prior</dt>
<dd>An object of class <code>MvnPrior</code> that is the
 prior distribution for the multivariate normal mean parameter.</dd>


 <dt>sd.prior.list</dt>
<dd>A list of <code>SdPrior</code> objects modeling
 the diagonal elements of the multivariate normal variance matrix. The
 off-diagonal elements are assumed to be zero.</dd>

</dl>

Steven L. Scott <a href='mailto:steve.the.bayesian@gmail.com'>steve.the.bayesian@gmail.com</a>

mvn.independent.sigma.prior: Independence prior for the MVN

Description

Usage

Arguments

Author

References