Calculate conjugate posterior mixture of multivariate normals with known covariance matrix
mvpostmix(priormix, mu_hat, S_hat)
Returns a posterior multivariate normal mixture as a list of length 3, containing mixture weights, mean vectors and covariance matrices.
Prior multivariate normal mixture given as a list of length 3. The first list entry contains the mixture weights, the second component the mean vectors and the third component of the list the covariance matrices.
estimated mean response for each dose
estimated covariance matrix
Marius Thomas
Bernardo, J. M., and Smith, A. F. (1994). Bayesian theory. John Wiley & Sons.