likelihood {bspec} R Documentation

## Prior, likelihood and posterior

### Description

Prior density, likelihood, posterior density, and marginal likelihood functions for the posterior distributions specified through a bspec object.

### Usage

dprior(x, ...)
likelihood(x, ...)
marglikelihood(x, ...)
dposterior(x, ...)
## S3 method for class 'bspec'
dprior(x, theta, two.sided=x$two.sided, log=FALSE, ...) ## S3 method for class 'bspec' likelihood(x, theta, two.sided=x$two.sided, log=FALSE, ...)
## S3 method for class 'bspec'
marglikelihood(x, log=FALSE, ...)
## S3 method for class 'bspec'

### Details

Prior and posterior are both scaled inverse \chi^2 distributions, and the likelihood is Normal.

### Value

A numeric function value.

### Author(s)

Christian Roever, christian.roever@med.uni-goettingen.de

### References

Roever, C., Meyer, R., Christensen, N. Modelling coloured residual noise in gravitational-wave signal processing. Classical and Quantum Gravity, 28(1):015010, 2011. doi: 10.1088/0264-9381/28/1/015010. See also arXiv preprint 0804.3853.

bspec, quantile.bspec, expectation

### Examples

lhspec <- bspec(lh, priordf=1, priorscale=0.6)

# draw sample from posterior:
posteriorsample <- sample(lhspec)

# plot the sample:
plot(lhspec)
lines(lhspec\$freq, posteriorsample, type="b", col="red")

# compute prior, likelihood, posterior:
print(c("prior"              = dprior(lhspec, posteriorsample),
"likelihood"         = likelihood(lhspec, posteriorsample),
"posterior"          = dposterior(lhspec, posteriorsample),
"marginal likelihood"= marglikelihood(lhspec)))


[Package bspec version 1.6 Index]