UniGaussVb: Univariate Variational Bayesian for 1-d Gaussian.

In jlin-vt/SML: Statistical Machine Learning

Description

Univariate Variational Bayesian for 1-d Gaussian.

Usage

UniGaussVb(data, prior, post, Options, TrueNormalGammaPdf, vbPost)

Arguments

data	data.
prior	a list of priors.
post	a list of posteriors.
Options	a list of options.
TrueNormalGammaPdf	true joint distribution.
vbPost	estimated joint normal-gmma density.

Value

a list of objects: Lbound Lower bound of likelihood function. aN hyperparameter of lambda. bN hyperparameter of lambda. muN hyperparameter of mu. kappaN hyperparameter of mu.

jlin-vt/SML documentation built on Dec. 5, 2019, 2:05 a.m.