BMNormalPop              package:Baldur              R Documentation

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_D_e_s_c_r_i_p_t_i_o_n:

     'BMNormalPop' produces iid draws from the posterior density of a
     Bayesian Multivariate Normal Population model with a Multivariate
     Normal prior for the mean parameters and a  Wishart Prior for the
     data variance-covariance matrix.

_U_s_a_g_e:

      BMNormalPop(y, mu, Var,Var0,n0,draws, Prec = FALSE,A=FALSE) 

_A_r_g_u_m_e_n_t_s:

       y: n*m Matrix with observed data points

      mu: m*1 Prior mean Matrix

     Var: m*m Prior Variance-Covariance Matrix

    Var0: m*m Matrix with Prior Point Estimate for data
          Variance-Covariance Matrix

      n0: Number of prior observations for data Variance-Covariance
          Matrix

   draws: Number of desired draws from the posterior density 

    Prec: Optional logical argument with default Prec=FALSE.  If
          argument is set to TRUE,  Var is treated as the prior
          precision.

       A: Optional logical argument with default A=FALSE.  If argument
          is set to TRUE,  the function returns not only the simulated
          draws from the posterior density but also a vector with
          information  related to the acceptance rate for the
          underlying accept/reject procedure (see below).

_D_e_t_a_i_l_s:

     Makes use of the likelihood subgradient density accept/reject
     procedure of Nygren and Nygren (2006) in order to generate iid
     samples  from the posterior density of a Poisson regression model
     with a multivariate normal prior. If the posterior density is
     close to multivariate normal,  then the expected number of draws
     should be approximately equal to $(2/sqrt{pi})^{k}$.

_V_a_l_u_e:

     If A=FALSE, a matrix beta. If A=TRUE, a list containing the matrix
     beta and a matrix Accept.: 

   beta : draws*k matrix with the iid draws for the model parameters.

  Accept: draws*1 matrix with the number of candidates for each draw
          that were required before acceptance in the accept/reject
          procedure.

_A_u_t_h_o_r(_s):

     Kjell Nygren knygren@us.imshealth.com

_E_x_a_m_p_l_e_s:

