Struct NormalConjugate 

pub struct NormalConjugate { /* private fields */ }

Normal prior for a normal likelihood with known observation variance.

Uses the precision (inverse variance) formulation for numerically stable Bayesian updates.

Implementations

impl NormalConjugate

pub fn new(prior_mu: f64, prior_var: f64, obs_var: f64) -> Result<Self>

Create a normal conjugate prior.

• prior_mu: prior mean
• prior_var: prior variance (must be positive)
• obs_var: known observation variance (must be positive)

pub fn update(&self, observation: f64) -> Self

Update with a single observation.

pub fn update_batch(&self, observations: &[f64]) -> Self

Update with a batch of observations.

pub fn posterior_mean(&self) -> f64

Posterior mean.

pub fn posterior_variance(&self) -> f64

Posterior variance.

Trait Implementations

impl Clone for NormalConjugate

fn clone(&self) -> NormalConjugate

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for NormalConjugate

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Copy for NormalConjugate