gibbsNormal {nclbayes}R Documentation

Gibbs sampler for a normal random sample with a semi-conjugate prior

Description

Simulates realisations from the posterior distribution for the mean and precision in a normal distribution based on a random sample and a semi-conjugate prior by using a Gibbs sampler.

Usage

gibbsNormal(N, initial, priorparam, n, xbar, s)

Arguments

N

length of MCMC chain.

initial

starting value for the algorithm.

priorparam

prior parameters b,c,g,h.

n

size of random sample.

xbar

mean of random sample.

s

standard deviation of random sample.

Examples

mcmcAnalysis(gibbsNormal(N=100,initial=c(10,0.25),
 priorparam=c(10,1/100,3,12),n=100,xbar=15,s=4.5),rows=2)

[Package nclbayes version 0.3.10 Index]