MVNBayesian: Bayesian Analysis Framework for MVN (Mixture) Distribution
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.
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