rmixGibbs {bayesm}

Gibbs Sampler for Normal Mixtures w/o Error Checking

Description

rmixGibbs makes one draw using the Gibbs Sampler for a mixture of multivariate normals. rmixGibbs is not designed to be called directly. Instead, use rnmixGibbs wrapper function.

Usage

rmixGibbs(y, Bbar, A, nu, V, a, p, z)

Arguments

y

data array where rows are obs

Bbar

prior mean for mean vector of each norm comp

A

prior precision parameter

nu

prior d.f. parm

V

prior location matrix for covariance prior

a

Dirichlet prior parms

p

prior prob of each mixture component

z

component identities for each observation – "indicators"

Value

a list containing:

p

draw of mixture probabilities

z

draw of indicators of each component

comps

new draw of normal component parameters

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Author(s)

Rob McCulloch (Arizona State University) and Peter Rossi (Anderson School, UCLA), [e-mail].

References

For further discussion, see Chapter 5 Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.

See Also

rnmixGibbs