| dPosterior.GaussianNIW | R Documentation |
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).
## S3 method for class 'GaussianNIW' dPosterior(obj, mu, Sigma, LOG = TRUE, ...)
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. |
numeric, the posterior density of (mu,Sigma).
GaussianNIW, rPosterior.GaussianNIW
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)