Created
August 23, 2017 12:35
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rjags model string for a multivariate normal distribution with moral
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| ## Takes the standarded data matrix as it's input | |
| ## model available from: | |
| ## http://doingbayesiandataanalysis.blogspot.co.uk/2017/06/bayesian-estimation-of-correlations-and.html | |
| model { | |
| for ( i in 1:Ntotal ) { | |
| zy[i,1:Nvar] ~ dmnorm( zMu[1:Nvar] , zInvCovMat[1:Nvar,1:Nvar] ) | |
| } | |
| for ( varIdx in 1:Nvar ) { zMu[varIdx] ~ dnorm( 0 , 1/2^2 ) } | |
| zInvCovMat ~ dwish( zRmat[1:Nvar,1:Nvar] , zRscal ) | |
| # Convert invCovMat to sd and correlation: | |
| zCovMat <- inverse( zInvCovMat ) | |
| for ( varIdx in 1:Nvar ) { zSigma[varIdx] <- sqrt(zCovMat[varIdx,varIdx]) } | |
| for ( varIdx1 in 1:Nvar ) { for ( varIdx2 in 1:Nvar ) { | |
| zRho[varIdx1,varIdx2] <- ( zCovMat[varIdx1,varIdx2] | |
| / (zSigma[varIdx1]*zSigma[varIdx2]) ) | |
| } } | |
| # Convert to original scale: | |
| for ( varIdx in 1:Nvar ) { | |
| sigma[varIdx] <- zSigma[varIdx] * sdOrig[varIdx] | |
| mu[varIdx] <- zMu[varIdx] * sdOrig[varIdx] + meanOrig[varIdx] | |
| } | |
| for ( varIdx1 in 1:Nvar ) { for ( varIdx2 in 1:Nvar ) { | |
| rho[varIdx1,varIdx2] <- zRho[varIdx1,varIdx2] | |
| } } | |
| } |
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