Boom: mvn.independent.sigma.prior – R documentation

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mvn.independent.sigma.prior

Independence prior for the MVN

Description

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.

Usage

MvnIndependentSigmaPrior(mvn.prior, sd.prior.list)

Arguments

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

Author(s)

Steven L. Scott steve.the.bayesian@gmail.com

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