mnormalexpgamma {lestat} | R Documentation |
A Multivariate Normal-ExpGamma Distribution
Description
Creates an object representing a multivariate Normal-ExpGamma distribution.
If has a multivariate Normal-ExpGamma
distribution, then the marginal distribution of
is an ExpGamma distribution, and the conditional
distribution of
given
is multivariate normal.
Usage
mnormalexpgamma(mu=c(0,0), P, alpha, beta)
Arguments
mu |
The |
P |
The |
alpha |
The |
beta |
The |
Details
If has a multivariate
Normal-ExpGamma distribution with parameters
,
,
, and
, then the marginal distribution of
has an ExpGamma
distribution with parameters
,
, and -2, and conditionally on
,
has a multivariate
normal distribution with expectation
and precision matrix
. The probability density is proportional to
where is the dimension.
Value
A multivariate Normal-ExpGamma probability distribution.
Author(s)
Petter Mostad <mostad@chalmers.se>
See Also
gamma
,normal
,expgamma
,
normalgamma
,normalexpgamma
mnormal
,mnormalgamma
Examples
plot(mnormalexpgamma(alpha=3, beta=3))