Struct NormalInverseGamma 

pub struct NormalInverseGamma {
    pub mu0: f64,
    pub lambda: f64,
    pub alpha: f64,
    pub beta: f64,
}

Normal-Inverse-Gamma conjugate pair for unknown mean and variance

Prior: NIG(μ₀, λ, α, β) Likelihood: Normal(μ, σ²) with both unknown Posterior: NIG(μₙ, λₙ, αₙ, βₙ)

Fields

mu0: f64

Prior mean

lambda: f64

Prior precision factor

alpha: f64

Shape parameter

beta: f64

Scale parameter

Implementations

impl NormalInverseGamma

pub fn new(mu0: f64, lambda: f64, alpha: f64, beta: f64) -> Result<Self>

Create a new Normal-Inverse-Gamma conjugate prior

pub fn update(&self, data: ArrayView1<'_, f64>) -> Result<Self>

Update the prior with observed data

pub fn posterior_mean_mu(&self) -> f64

Compute the posterior mean of μ

pub fn posterior_mean_variance(&self) -> Result<f64>

Compute the posterior mean of σ²

pub fn posterior_variance_mu(&self) -> Result<f64>

Compute the marginal posterior variance of μ

Trait Implementations

impl Clone for NormalInverseGamma

fn clone(&self) -> NormalInverseGamma

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for NormalInverseGamma

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

Formats the value using the given formatter.