update_NIW_parameters: Update parameters of NIW prior beliefs about multivariate...

update_NIW_belief_kappaR Documentation

Update parameters of NIW prior beliefs about multivariate Gaussian category.

Description

Returns updated/posterior m, S, kappa, or nu based on \insertCite@see @murphy2012 p. 134;textualMVBeliefUpdatr. These functions are called, for example, by update_NIW_belief_by_sufficient_statistics_of_one_category, update_NIW_belief_by_one_observation, and update_NIW_beliefs_incrementally.

Usage

update_NIW_belief_kappa(kappa_0, x_N)

update_NIW_belief_nu(nu_0, x_N)

update_NIW_belief_m(kappa_0, m_0, x_N, x_mean)

update_NIW_belief_S(kappa_0, m_0, S_0, x_N, x_mean, x_SS)

Arguments

kappa_0, nu_0, m_0, S_0

Prior parameter values of NIW.

x_n, x_mean, x_SS

Number of observations, mean of those observations, and *centered* sum-of-square matrix of those observations based on which the parameters of the NIW should be updated.

Value

Depending on the updated parameter, a numeric scalar (kappa, nu), vector (m) or square matrix (S).


hlplab/MVBeliefUpdatr documentation built on March 29, 2025, 10:42 p.m.