gibbsNormal2 {nclbayes}R Documentation

Gibbs sampler for a normal random sample with a 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 conjugate normal-gamma prior distribution by using a Gibbs sampler.

Usage

gibbsNormal2(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(gibbsNormal2(N=100,initial=c(5.41,25),
 priorparam=c(5.41,0.25,2.5,0.1),n=23,xbar=5.4848,s=0.1882),rows=2)

[Package nclbayes version 0.3.10 Index]