Prior to posterior updating for a multivariate normal mixture

Calculate conjugate posterior mixture of multivariate normals with known covariance matrix

mvpostmix(priormix, mu_hat, S_hat)

Arguments

priormix

Prior multivariate normal mixture given as a list of length 3. The first list entry contains the mixture weights, the second component the mean vectors and the third component of the list the covariance matrices.

mu_hat

estimated mean response for each dose

S_hat

estimated covariance matrix

Value

Returns a posterior multivariate normal mixture as a list of length 3, containing mixture weights, mean vectors and covariance matrices.

References

Bernardo, J. M., and Smith, A. F. (1994). Bayesian theory. John Wiley & Sons.

Author

Marius Thomas