lmn_marg {LMN} | R Documentation |
Marginal log-posterior for the LMN model.
Description
Marginal log-posterior for the LMN model.
Usage
lmn_marg(suff, prior, post)
Arguments
suff |
An object of class |
prior |
A list with elements |
post |
A list with elements |
Value
The scalar value of the marginal log-posterior.
Examples
# generate data
n <- 50
q <- 2
p <- 3
Y <- matrix(rnorm(n*q),n,q) # response matrix
X <- matrix(rnorm(n*p),n,p) # covariate matrix
V <- .5 * exp(-(1:n)/n) # Toeplitz variance specification
suff <- lmn_suff(Y = Y, X = X, V = V, Vtype = "acf") # sufficient statistics
# default noninformative prior pi(Beta, Sigma) ~ |Sigma|^(-(q+1)/2)
prior <- lmn_prior(p = suff$p, q = suff$q)
post <- lmn_post(suff, prior = prior) # posterior MNIW parameters
lmn_marg(suff, prior = prior, post = post)
[Package LMN version 1.1.3 Index]