SSS_log_phi_psi_Laplace {SequenceSpikeSlab}

Calculate log of phi and psi marginal densities for Laplace(lambda) slab

Description

Calculate log of densities phi and psi for data vector x, where

phi[i] = Normal(x[i], sigma^2)

psi[i]) = E_Laplace(\theta)[Normal(x[i] - \theta, sigma^2)]

Usage

SSS_log_phi_psi_Laplace(x, sigma, lambda)

Arguments

x

data vector

sigma

standard deviation of observations

lambda

parameter of Laplace slab density

Value

list (phi, psi), containing logs of phi and psi densities