SSS_postmean_Laplace: Compute posterior means of data points for the...

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

Compute posterior means of data points for the Laplace(lambda) slab

Description

Compute posterior means of data points for the Laplace(lambda) slab

Usage

SSS_postmean_Laplace(x, logpsi, postprobs, sigma, lambda)

Arguments

x	Data vector of length n
logpsi	Vector of length n that represents a preprocessed version of the data. It should contain the logs of the psi densities of the data points, as produced by SSS_log_phi_psi_Laplace.
postprobs	Vector of marginal posterior slab probabilities that x[i] has non-zero mean for i=1,...,n.
sigma	standard deviation of observations
lambda	parameter of Laplace slab density

Value

Vector of n posterior means

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