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