nvaricp {Bolstad}  R Documentation 
Evaluates and plots the posterior density for \sigma
, the
standard deviation of a Normal distribution where the mean \mu
is
known
nvaricp(y, mu, S0, kappa, ...)
y 
a random sample from a

mu 
the known population mean of the random sample. 
S0 
the prior scaling factor. 
kappa 
the degrees of freedom of the prior. 
... 
additional arguments that are passed to 
A list will be returned with the following components:
sigma 
the vaules of 
prior 
the prior
density for 
likelihood 
the likelihood function
for 
posterior 
the posterior
density of 
S1 
the posterior scaling constant 
kappa1 
the posterior degrees of freedom 
## Suppose we have five observations from a normal(mu, sigma^2)
## distribution mu = 200 which are 206.4, 197.4, 212.7, 208.5.
y = c(206.4, 197.4, 212.7, 208.5, 203.4)
## We wish to choose a prior that has a median of 8. This happens when
## S0 = 29.11 and kappa = 1
nvaricp(y,200,29.11,1)
## Same as the previous example but a calculate a 95% credible
## interval for sigma. NOTE this method has changed
results = nvaricp(y,200,29.11,1)
quantile(results, probs = c(0.025, 0.975))