Inference for Linear Models with Nuisance Parameters


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Documentation for package ‘LMN’ version 1.1.3

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LMN-package Inference for Linear Models with Nuisance Parameters.
list2mniw Convert list of MNIW parameter lists to vectorized format.
LMN Inference for Linear Models with Nuisance Parameters.
lmn_loglik Loglikelihood function for LMN models.
lmn_marg Marginal log-posterior for the LMN model.
lmn_post Parameters of the posterior conditional distribution of an LMN model.
lmn_prior Conjugate prior specification for LMN models.
lmn_prof Profile loglikelihood for the LMN model.
lmn_suff Calculate the sufficient statistics of an LMN model.