update_hyperparams_normal_moretrees: 'update_hyperparams_normal' Performs hyperparameter updates...

In IQSS/moretrees: Multi-Outcome Regression with Tree-Structured Shrinkage

Description

update_hyperparams_normal Performs hyperparameter updates and computes current value of ELBO in VI algorithm for gaussian outcomes

Usage

update_hyperparams_normal_moretrees(
  X,
  groups,
  XtX,
  W,
  WtW,
  y,
  outcomes_units,
  ancestors,
  n,
  K,
  p,
  pL,
  m,
  prob,
  mu,
  Sigma,
  Sigma_det,
  tau_t,
  delta,
  Omega,
  Omega_det,
  omega,
  sigma2,
  tau,
  rho,
  update_hyper = T
)

IQSS/moretrees documentation built on March 20, 2020, 8:44 p.m.