Log posterior of mean and log standard deviation for Normal/Normal exchangeable model
Computes the log posterior density of mean and log standard deviation for a Normal/Normal exchangeable model where (mean, log sd) is given a uniform prior.
normnormexch(theta,data)
theta |
vector of parameter values of mu and log tau |
data |
a matrix with columns y (observations) and v (sampling variances) |
value of the log posterior
Jim Albert
s.var <- c(0.05, 0.05, 0.05, 0.05, 0.05) y.means <- c(1, 4, 3, 6,10) data=cbind(y.means, s.var) theta=c(-1, 0) normnormexch(theta,data)
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.