calc_KL_RE: Computes KL divergence for RE

View source: R/random_effect_learner.R View source: R/random_effect_fit_functions.R

calc_KL_RER Documentation

Computes KL divergence for RE

Description

Computes KL divergence for RE

Usage

calc_KL_RE(mu_post, L_post, V)

Arguments

mu_post

is posterior mean of RE

L_post

is posterior precision of RE (it must have an attribute called 'evd' that has its eigenvalue decomposition)

V

is prior variance of RE


stephenslab/VEB.Boost documentation built on July 2, 2023, 1 p.m.