1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
|
\name{rmixGibbs}
\alias{rmixGibbs}
\title{ Gibbs Sampler for Normal Mixtures w/o Error Checking}
\description{
\code{rmixGibbs} makes one draw using the Gibbs Sampler for a mixture of multivariate normals. \code{rmixGibbs} is not designed to be called directly. Instead, use \code{rnmixGibbs} wrapper function.
}
\usage{
rmixGibbs(y, Bbar, A, nu, V, a, p, z)
}
\arguments{
\item{y }{ data array where rows are obs }
\item{Bbar }{ prior mean for mean vector of each norm comp }
\item{A }{ prior precision parameter}
\item{nu }{ prior d.f. parm }
\item{V }{ prior location matrix for covariance prior }
\item{a }{ Dirichlet prior parms }
\item{p }{ prior prob of each mixture component }
\item{z }{ component identities for each observation -- "indicators" }
}
\value{
a list containing:
\item{p}{ draw of mixture probabilities}
\item{z}{ draw of indicators of each component}
\item{comps}{ new draw of normal component parameters }
}
\author{Rob McCulloch (Arizona State University) and Peter Rossi (Anderson School, UCLA), \email{perossichi@gmail.com}.}
\references{For further discussion, see Chapter 5 \emph{Bayesian Statistics and Marketing} by Rossi, Allenby, and McCulloch.}
\section{Warning}{
This routine is a utility routine that does \strong{not} check the input arguments for proper dimensions and type.
}
\seealso{ \code{\link{rnmixGibbs}} }
\keyword{multivariate}
|
