SSS_log_phi_psi_Laplace: 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 Laplace(lambda) slab

Description

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

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

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

Usage

SSS_log_phi_psi_Laplace(x, sigma, lambda)

Arguments

x	data vector
sigma	standard deviation of observations
lambda	parameter of Laplace slab density

Value

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

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