MCmultinomdirichlet {MCMCpack} | R Documentation |
This function generates a sample from the posterior distribution of a multinomial likelihood with a Dirichlet prior.
MCmultinomdirichlet(y, alpha0, mc=1000, ...)
y |
A vector of data (number of successes for each category). |
alpha0 |
The vector of parameters of the Dirichlet prior. |
mc |
The number of Monte Carlo draws to make. |
... |
further arguments to be passed |
MCmultinomdirichlet
directly simulates from the posterior distribution.
This model is designed primarily for instructional use. pi
is the parameter of interest of the multinomial distribution. It is of
dimension (d x 1). We assume
a conjugate Dirichlet prior:
pi ~ Dirichlet(alpha0)
y is a (d x 1) vector of observed data.
An mcmc object that contains the posterior sample. This object can be summarized by functions provided by the coda package.
## Not run: ## Example from Gelman, et. al. (1995, p. 78) posterior <- MCmultinomdirichlet(c(727,583,137), c(1,1,1), mc=10000) bush.dukakis.diff <- posterior[,1] - posterior[,2] cat("Pr(Bush > Dukakis): ", sum(bush.dukakis.diff > 0) / length(bush.dukakis.diff), "\n") hist(bush.dukakis.diff) ## End(Not run)