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.


[Package abc.data version 1.1 Index]