marginalLikelihood_bySufficientStatistics.GaussianInvWishart {bbricks}R Documentation

Marginal likelihood of a "GaussianInvWishart" object, using sufficient statistics

Description

Generate the marginal likelihood of the following model structure:

x \sim Gaussian(mu,Sigma)

Sigma \sim InvWishart(v,S)

mu is known. Gaussian() is the Gaussian distribution. See ?dGaussian and ?dInvWishart for the definition of the distributions.
The model structure and prior parameters are stored in a "GaussianInvWishart" object.
Marginal likelihood = p(x|v,S,mu)

Usage

## S3 method for class 'GaussianInvWishart'
marginalLikelihood_bySufficientStatistics(obj, ss, LOG = TRUE, ...)

Arguments

obj

A "GaussianInvWishart" object.

ss

Sufficient statistics of x. In Gaussian and Inverse-Wishart case the sufficient statistic of sample x is a object of type "ssGaussianVar", it can be generated by the function sufficientStatistics().

LOG

Return the log density if set to "TRUE".

...

Additional arguments to be passed to other inherited types.

Value

numeric, the marginal likelihood.

See Also

GaussianInvWishart, marginalLikelihood.GaussianInvWishart


[Package bbricks version 0.1.4 Index]