| dPosterior.GaussianNIG | R Documentation |
Generate the the density value of the posterior distribution of the following structure:
x \sim Gaussian(X beta,sigma^2)
sigma^2 \sim InvGamma(a,b)
beta \sim Gaussian(m,sigma^2 V)
Where X is a row vector, or a design matrix where each row is an obervation. InvGamma() is the Inverse-Gamma distribution, Gaussian() is the Gaussian distribution. See ?dInvGamma and dGaussian for the definitions of these distribution.
The model structure and prior parameters are stored in a "GaussianNIG" object.
Posterior density is the density function of beta,sigma^2|a,b,m,V.
## S3 method for class 'GaussianNIG' dPosterior(obj, beta, sigma2, LOG = TRUE, ...)
obj |
A "GaussianNIG" object. |
beta |
numeric vector. |
sigma2 |
numeric. |
LOG |
Return the log density if set to "TRUE". |
... |
Additional arguments to be passed to other inherited types. |
numeric, the posterior density of (beta,sigma^2).
GaussianNIG, rPosterior.GaussianNIG
obj <- GaussianNIG(gamma=list(m=c(0,0),V=diag(2),a=1,b=1)) dPosterior(obj = obj,beta=runif(2),sigma2=3)