rmixGibbs {bayesm}R Documentation

Gibbs Sampler for Normal Mixtures w/o Error Checking

Description

rmixGibbs makes one draw using the Gibbs Sampler for a mixture of multivariate normals.

Usage

rmixGibbs(y, Bbar, A, nu, V, a, p, z, comps)

Arguments

y data array - rows are obs
Bbar prior mean for mean vector of each norm comp
A prior precision parameter
nu prior d.f. parm
V prior location matrix for covariance priro
a Dirichlet prior parms
p prior prob of each mixture component
z component identities for each observation – "indicators"
comps list of components for the normal mixture

Details

rmixGibbs is not designed to be called directly. Instead, use rnmixGibbs wrapper function.

Value

a list containing:

p draw mixture probilities
z draw of indicators of each component
comps new draw of normal component parameters

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Author(s)

Rob McCulloch and Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.

References

For further discussion, see Bayesian Statistics and Marketing by Allenby, McCulloch, and Rossi, Chapter 5.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

See Also

rnmixGibbs


[Package bayesm version 1.1-1 Index]