bayesm: rmixGibbs – R documentation

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rmixGibbs

Gibbs Sampler for Normal Mixtures w/o Error Checking

Description

rmixGibbs makes one draw using the Gibbs Sampler for a mixture of multivariate normals. rmixGibbs is not designed to be called directly. Instead, use rnmixGibbs wrapper function.

Usage

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

Arguments

`y`	data array where 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 prior
`a`	Dirichlet prior parms
`p`	prior prob of each mixture component
`z`	component identities for each observation – "indicators"

Value

a list containing:

`p`	draw of mixture probabilities
`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 (Arizona State University) and Peter Rossi (Anderson School, UCLA), perossichi@gmail.com.

References

For further discussion, see Chapter 5 Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.
http://www.perossi.org/home/bsm-1