ea_phi_multiGaussian_DL_bounds: Obtain bounds for phi function

In rchan26/hierarchicalFusion: Divide-and-Conquer Monte Carlo Fusion

Obtain bounds for phi function

Description

Finds the lower and upper bounds of the phi function between an interval

Usage

ea_phi_multiGaussian_DL_bounds(mu, inv_Sigma, beta, precondition_mat, V)

Arguments

mu	vector of length dim for mean
inv_Sigma	dim x dim inverse covariance matrix
beta	real value
precondition_mat	dim x dim precondition matrix
hypercube_vertices	matrix which determines the points to evaluate phi which give the bounds of phi

Value

A list of components

LB

lower bound of phi

UB

upper bound of phi

rchan26/hierarchicalFusion documentation built on Sept. 11, 2022, 10:30 p.m.