log_posterior: Calculate the log posterior

In lily940703/febama: Feature-based Bayesian Forecasting Model Averaging

Calculate the log posterior

Description

Calculate the log posterior of unknown parameters in FEBAMA framework. See model_conf_default for more information of parameter settings.

Usage

log_posterior(
  data,
  beta,
  betaIdx,
  priArgs,
  varSelArgs,
  features_used,
  model_update = 1:length(betaIdx)
)

Arguments

data	A list with lpd and feat (the output of function lpd_features_multi).
beta	A list of coefficient vectors of the features.
betaIdx	A list of indicator vectors.
priArgs	Parameter settings in the priors of beta and betaIdx.
varSelArgs	Variable selection settings.
features_used	The features used for forecast combination.

Value

log_posterior returns the value of log posterior.

lily940703/febama documentation built on March 20, 2022, 1:57 a.m.