MAP.GaussianNIW {bbricks} R Documentation

## Maximum A Posteriori (MAP) estimate of a "GaussianNIW" object

### Description

Generate the MAP estimate of (mu,Sigma) in following Gaussian-NIW structure:

mu,Sigma|m,k,v,S \sim NIW(m,k,v,S)

x|mu,Sigma \sim Gaussian(mu,Sigma)

Where NIW() is the Normal-Inverse-Wishart distribution, Gaussian() is the Gaussian distribution. See `?dNIW` and `dGaussian` for the definitions of these distribution.
The model structure and prior parameters are stored in a "GaussianNIW" object.
The MAP estimates are:

• (mu_MAP,Sigma_MAP) = argmax p(mu,Sigma|m,k,v,S,x)

### Usage

```## S3 method for class 'GaussianNIW'
MAP(obj, ...)
```

### Arguments

 `obj` A "GaussianNIW" object. `...` Additional arguments to be passed to other inherited types.

### Value

A named list, the MAP estimate of mu and Sigma.

### References

Murphy, Kevin P. "Conjugate Bayesian analysis of the Gaussian distribution." def 1.22 (2007): 16.

Gelman, Andrew, et al. "Bayesian Data Analysis Chapman & Hall." CRC Texts in Statistical Science (2004).

`GaussianNIW`

### Examples

```## update the piror with new observations then calculate the MAP estimate
x <- rGaussian(1000,mu = c(1,1),Sigma = matrix(c(1,0.5,0.5,3),2,2))
w <- runif(1000)
obj <- GaussianNIW(gamma=list(m=c(0,0),k=1,v=2,S=diag(2)))
ss <- sufficientStatistics_Weighted(obj = obj,x=x,w=w,foreach = TRUE)
for(i in 1L:length(ss)) posterior(obj = obj,ss=ss[[i]])
MAP(obj)
```

[Package bbricks version 0.1.4 Index]