SSS_log_phi_psi_Cauchy: Calculate log of phi and psi marginal densities for...

In SequenceSpikeSlab: Exact Bayesian Model Selection Methods for the Sparse Normal Sequence Model

Calculate log of phi and psi marginal densities for Cauchy(gamma) slab

Description

Calculate log of densities phi and psi for data vector x, where

phi[i] = Normal(x[i], sigma^2)

psi[i]) = E_Cauchy(\theta)[Normal(x[i] - \theta, sigma^2)]

Usage

SSS_log_phi_psi_Cauchy(x, sigma, gamma)

Arguments

x	data vector
sigma	standard deviation of observations
gamma	parameter of Cauchy slab density

Value

list (phi, psi), containing logs of phi and psi densities

SequenceSpikeSlab documentation built on Sept. 8, 2023, 6:06 p.m.