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Tools of Bayesian analysis framework using the method suggested by Berger (1985) doi:10.1007/978-1-4757-4286-2 for multivariate normal (MVN) distribution and multivariate normal mixture (MixMVN) distribution: a) calculating Bayesian posteriori of (Mix)MVN distribution; b) generating random vectors of (Mix)MVN distribution; c) Markov chain Monte Carlo (MCMC) for (Mix)MVN distribution.
| github.com/CubicZebra/MVNBayesian |
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