mvn.independent.sigma.prior {Boom}

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 [e-mail]

References

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