musigma2 {abc.data} | R Documentation |
A set of objects used to estimate the population mean and variance in a
Gaussian model with ABC (see the vignette of the abc
package for more details).
Description
musigma2
loads in five R objects: par.sim
is a data
frame and contains the parameter values of the simulated data sets,
stat
is a data frame and contains the simulated summary
statistics, stat.obs
is a data frame and contains the observed
summary statistics, post.mu
and post.sigma2
are data
frames and contain the true posterior distributions for the two
parameters of interest, \mu
and \sigma^2
, respectively.
Usage
data(musigma2)
Format
The par.sim
data frame contains the following columns:
mu
-
The population mean.
sigma2
-
The population variance.
The stat.sim
and stat.obs
data frames contain the
following columns:
mean
-
The sample mean.
var
-
The logarithm of the sample variance.
The post.mu
and post.sigma2
data frames contain the
following columns:
x
-
the coordinates of the points where the density is estimated.
y
-
the posterior density values.
Details
The prior of \sigma^2
is an inverse \chi^2
distribution
with one degree of freedom. The prior of \mu
is a normal
distribution with variance of \sigma^2
. For this simple example,
the closed form of the posterior distribution is available.
Source
The observed statistics are the mean and variance of the sepal of
Iris setosa, estimated from part of the iris
data.
The data were collected by Anderson, Edgar.
References
Anderson, E. (1935). The irises of the Gaspe Peninsula, Bulletin of the American Iris Society, 59, 2-5.