sufficientStatistics.GaussianInvWishart {bbricks}R Documentation

Sufficient statistics of a "GaussianInvWishart" object


For 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 sufficient statistics of a set of samples x (each row of x is a sample) are:


## S3 method for class 'GaussianInvWishart'
sufficientStatistics(obj, x, foreach = FALSE, ...)



A "GaussianInvWishart" object.


matrix, Gaussian samples, when x is a matrix, each row is a sample of dimension ncol(x). when x is a vector, x is length(x) samples of dimension 1.


logical, specifying whether to return the sufficient statistics for each observation. Default FALSE.


Additional arguments to be passed to other inherited types.


If foreach=TRUE, will return a list of sufficient statistics for each row of x, otherwise will return the sufficient statistics of x as a whole.


Gelman, Andrew, et al. Bayesian data analysis. CRC press, 2013.

MARolA, K. V., JT KBNT, and J. M. Bibly. Multivariate analysis. AcadeInic Press, Londres, 1979.

See Also

GaussianInvWishart, sufficientStatistics_Weighted.GaussianInvWishart


obj <- GaussianInvWishart(gamma=list(mu=c(-1.5,1.5),v=3,S=diag(2)))
x <- rGaussian(10,mu = c(-1.5,1.5),Sigma = matrix(c(0.1,0.03,0.03,0.1),2,2))
sufficientStatistics(obj=obj,x=x,foreach = FALSE)
sufficientStatistics(obj=obj,x=x,foreach = TRUE)

[Package bbricks version 0.1.4 Index]