Boom: log.integrated.gaussian.likelihood – R documentation

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log.integrated.gaussian.likelihood

Log Integrated Gaussian Likelihood

Description

Compute the log of the integrated Gaussian likelihood, where the model paramaters are integrated out with respect to a normal-inverse gamma prior.

Usage

LogIntegratedGaussianLikelihood(suf, prior)

Arguments

`suf`	A `GaussianSuf` object describing the data.
`prior`	A `NormalInverseGammaPrior describing the prior distribution.`

Value

Returns a scalar giving the log integrated likelihood.

Author(s)

Steven L. Scott steve.the.bayesian@gmail.com

Examples

prior <- NormalInverseGammaPrior(10, 2, sqrt(2), 1)
y <- c(7.8949, 9.17438, 8.38808, 5.52521)
suf <- GaussianSuf(y)
loglike <- LogIntegratedGaussianLikelihood(suf, prior)
# -9.73975

Boom

Bayesian Object Oriented Modeling

v0.9.7

LGPL-2.1 | file LICENSE

Authors

Steven L. Scott is the sole author and creator of the BOOM project. Some code in the BOOM libraries has been modified from other open source projects. These include Cephes (obtained from Netlib, written by Stephen L. Moshier), NEWUOA (M.J.D Powell, obtained from Powell's web site), and a modified version of the R math libraries (R core development team). Original copyright notices have been maintained in all source files. In these cases, copyright claimed by Steven L. Scott is limited to modifications made to the original code. Google claims copyright for code written while Steven L. Scott was employed at Google from 2008 - 2018, but BOOM is not an officially supported Google project.

Initial release

2021-02-15