Struct BayesianUpdateEngine 

pub struct BayesianUpdateEngine { /* private fields */ }

Bayesian belief updating engine.

Maintains a bounded history of Posterior results and supports both single-step updates and sequential folding of multiple observations.

Implementations

impl BayesianUpdateEngine

pub fn new(max_history: usize) -> Self

Create a new engine with the given history capacity.

pub fn update( &mut self, prior: Prior, observation: &Observation, ) -> Result<Posterior, BayesError>

Perform a single Bayesian update, returning the posterior.

The method validates parameters and dispatches to the appropriate conjugate-update formula.

pub fn sequential_update( &mut self, prior: Prior, observations: &[Observation], ) -> Result<Posterior, BayesError>

Apply a sequence of observations left-to-right, using each posterior as the prior for the next update.

Returns the final posterior, or an error at the first failing update.

pub fn credible_interval( posterior: &Prior, probability: f64, ) -> Result<CredibleInterval, BayesError>

Compute a symmetric credible interval for a posterior distribution.

Uses normal / Wilson approximations — suitable for moderate-to-large concentration parameters.

Arguments

• posterior – the posterior distribution.
• probability – the desired probability mass (e.g. 0.95).

pub fn map_estimate(posterior: &Prior) -> f64

Return the maximum a posteriori (MAP) estimate for a distribution.

Distribution	MAP
Beta(α,β)	(α-1)/(α+β-2) if α>1 && β>1, else α/(α+β)
Gaussian(μ,σ²)	μ
Gamma(k,r)	(k-1)/r if k>1, else 0
Dirichlet(α)	argmax(αᵢ) / Σαᵢ

pub fn kl_divergence(p: &Prior, q: &Prior) -> Result<f64, BayesError>

Compute the KL divergence KL(p ‖ q) between two distributions of the same family.

Supported pairs: Beta vs Beta, Gaussian vs Gaussian. All other combinations return BayesError::UnsupportedOperation.

pub fn history(&self) -> &VecDeque<Posterior>

Immutable reference to the update history (oldest first).

pub fn clear_history(&mut self)

Clear the update history.

Trait Implementations

impl Debug for BayesianUpdateEngine

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

Formats the value using the given formatter.