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 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 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 2.0-8 Index]