Struct NormalKnownVariance 

pub struct NormalKnownVariance {
    pub prior_mean: f64,
    pub prior_variance: f64,
    pub data_variance: f64,
}

Normal-Normal conjugate pair with known variance

Prior: Normal(μ₀, σ₀²) Likelihood: Normal(μ, σ²) with known σ² Posterior: Normal(μₙ, σₙ²)

Fields

prior_mean: f64

Prior mean

prior_variance: f64

Prior variance

data_variance: f64

Known data variance

Implementations

impl NormalKnownVariance

pub fn new( prior_mean: f64, prior_variance: f64, data_variance: f64, ) -> Result<Self>

Create a new Normal conjugate prior with known data variance

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

Update the prior with observed data

Arguments

• data - Array of observed values

Returns

Updated NormalKnownVariance with posterior parameters

pub fn posterior_mean(&self) -> f64

Compute the posterior mean

pub fn posterior_variance(&self) -> f64

Compute the posterior variance

pub fn credible_interval(&self, confidence: f64) -> Result<(f64, f64)>

Compute credible interval

pub fn predictive_params(&self) -> (f64, f64)

Compute the predictive distribution parameters

Trait Implementations

impl Clone for NormalKnownVariance

fn clone(&self) -> NormalKnownVariance

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for NormalKnownVariance

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

Formats the value using the given formatter.