Description Usage Arguments Details Value
Determines the parameters for a normal gamma distribution given the expected values of the distribution and bounds on their maximum values
1 2 | get_supported_normal_gamma(mu, bound_mu, sigma, bound_sigma,
desired_support = 0.05)
|
mu |
The expected value of x (see details) |
bound_mu |
An upper bound on the likely value of x (see details) |
sigma |
The standard deviation of x (see details) |
bound_sigma |
The upper bound on the likely value of T (see details) |
desired_support |
The amount of probability mass to be more extreme than |
If (x, T) ~ NormalGamma(mu, lambda, alpha, beta), then mu
= E[x],
tau
= E[T], sigma_mu^2
= Var(x), and sigma_tau^2
= Var(T)
An object of class normal_gamma_dist
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