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Documentation
R
Boom

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(s)

References

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

Boom

Bayesian Object Oriented Modeling

v0.9.7
LGPL-2.1 | file LICENSE
Authors
Steven L. Scott is the sole author and creator of the BOOM project. Some code in the BOOM libraries has been modified from other open source projects. These include Cephes (obtained from Netlib, written by Stephen L. Moshier), NEWUOA (M.J.D Powell, obtained from Powell's web site), and a modified version of the R math libraries (R core development team). Original copyright notices have been maintained in all source files. In these cases, copyright claimed by Steven L. Scott is limited to modifications made to the original code. Google claims copyright for code written while Steven L. Scott was employed at Google from 2008 - 2018, but BOOM is not an officially supported Google project.
Initial release
2021-02-15

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