foldednorm.mean: The function for obtaining the mean of a folded normal...

In VBsparsePCA: The Variational Bayesian Method for Sparse PCA

Description

This function calculates the mean of the folded normal distribution given its location and scale parameters.

Usage

foldednorm.mean(mean, var)

Arguments

mean	Location parameter of the folded normal distribution.
var	Scale parameter of the folded normal distribution.

Details

The mean of the folded normal distribution with location μ and scale σ^2 is

σ √{2/π} \exp(-μ^2/(2σ^2)) + μ (1-2Φ(-μ/σ))

.

Value

foldednorm.mean

The mean of the folded normal distribution of iterations to reach convergence.

Examples

#Calculates the mean of the folded normal distribution with mean 0 and var 1
mean <- foldednorm.mean(0, 1)
print(mean)

VBsparsePCA documentation built on Feb. 12, 2021, 5:06 p.m.