gaussian_unknown_mean_var_BFF_sequential: Calculate Gaussian BFF update

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

Calculate Gaussian BFF update

Description

Calculate Gaussian BFF update

Usage

gaussian_unknown_mean_var_BFF_sequential(
  data_new,
  N_prev,
  D_prev,
  M_prev,
  mu_0,
  sigma2_0,
  alpha_0,
  beta_0,
  alpha = 39,
  beta = 1.8
)

Arguments

data_new	new data point
N_prev	N previous value
D_prev	D previous value
M_prev	M previous value
mu_0	prior mean for mu
sigma2_0	prior variance value for mu
alpha_0	alpha for sigma^2 prior
beta_0	beta for sigma^2 prior
alpha	alpha for lambda prior
beta	beta for lambda prior

Value

List containing updated hyperparameters and estimates

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