update_b: Update class means
In RprobitB: Bayesian Probit Choice Modeling

update_b

R Documentation

Update class means

Description

Update class means

Usage

update_b(beta, Omega, z, m, Sigma_b_0_inv, mu_b_0)

Arguments

`beta`	[`matrix(nrow = P_r, ncol = N)`] The matrix of the decider-specific coefficient vectors.
`Omega`	[`matrix(nrow = P_r * P_r, ncol = C)`] The matrix of vectorized class covariance matrices as columns.
`z`	[`numeric(N)`] The decider class allocations.
`m`	[`numeric(C)`] The vector of current class frequencies.
`Sigma_b_0_inv`	[`matrix(P_r, P_r)`] The prior precision of the class mean.
`mu_b_0`	[`numeric(P_r)`] The mean vector of the normal prior for each `b_c`.

Value

A matrix of updated means for each class in columns.

Examples

N <- 100
b <- cbind(c(0, 0), c(1, 1))
Omega <- matrix(c(1, 0.3, 0.3, 0.5, 1, -0.3, -0.3, 0.8), ncol = 2)
z <- c(rep(1, N / 2), rep(2, N / 2))
m <- as.numeric(table(z))
beta <- sapply(
  z, function(z) oeli::rmvnorm(n = 1, b[, z], matrix(Omega[, z], 2, 2))
)
update_b(
  beta = beta, Omega = Omega, z = z, m = m,
  Sigma_b_0_inv = diag(2), mu_b_0 = c(0, 0)
)

RprobitB documentation built on Aug. 26, 2025, 1:08 a.m.