mixpp: bdm::eigamma Class Reference

bdm::eigamma Class Reference

Inverse-Gamma posterior density. More...

#include <exp_family.h>

List of all members.

Detailed Description

Inverse-Gamma posterior density.

Multivariate inverse-Gamma density as product of independent univariate densities.

\[ f(x|\alpha,\beta) = \prod f(x_i|\alpha_i,\beta_i) \]

Vector $\beta$ has different meaning (in fact it is 1/beta as used in definition of iG)

Inverse Gamma can be converted to Gamma using

\[ x\sim iG(a,b) => 1/x\sim G(a,1/b) \]

This relation is used in sampling.

The documentation for this class was generated from the following file:
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