posterior_probs {sparsediscrim}

Computes posterior probabilities via Bayes Theorem under normality

Description

Computes posterior probabilities via Bayes Theorem under normality

Usage

posterior_probs(x, means, covs, priors)

Arguments

x

matrix of observations

means

list of means for each class

covs

list of covariance matrices for each class

priors

list of prior probabilities for each class

Value

matrix of posterior probabilities for each observation