log.integrated.gaussian.likelihood {Boom} | R Documentation |
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 |
prior |
A |
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
[Package Boom version 0.9.15 Index]