BFF_predictive_p_value_calculator_approx: BFF predictive p value calculator

In elizabethriddle/BFF: Sequential Adaptive Parameter Estimation and Change Point Detection

BFF predictive p value calculator

Description

BFF predictive p value calculator

Usage

BFF_predictive_p_value_calculator_approx(
  x_new,
  muhat,
  N_value,
  D_value,
  M_value,
  mu_0_prior_value,
  sigma2_0_prior_value,
  sigma2_alpha_0_prior_value,
  sigma2_beta_0_prior_value
)

Arguments

x_new	new data point
muhat	mu estimate
N_value	N Value
D_value	D Value
M_value	M Value
mu_0_prior_value	mean prior value for mu
sigma2_0_prior_value	var prior value for mu
sigma2_alpha_0_prior_value	alpha for sigma2 prior
sigma2_beta_0_prior_value	beta for sigma2 prior

Value

predictive posterior p-value

elizabethriddle/BFF documentation built on April 4, 2022, 11:51 a.m.