log.integrated.gaussian.likelihood | R Documentation |
Compute the log of the integrated Gaussian likelihood, where the model paramaters are integrated out with respect to a normal-inverse gamma prior.
LogIntegratedGaussianLikelihood(suf, prior)
suf |
A |
prior |
A |
Returns a scalar giving the log integrated likelihood.
Steven L. Scott steve.the.bayesian@gmail.com
prior <- NormalInverseGammaPrior(10, 2, sqrt(2), 1)
y <- c(7.8949, 9.17438, 8.38808, 5.52521)
suf <- GaussianSuf(y)
loglike <- LogIntegratedGaussianLikelihood(suf, prior)
# -9.73975
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