com.eignex.kumulant/stat/regression/glm/PopulationPrior

PopulationPrior

@Serializable

data class PopulationPrior(val mean: F64DenseVector, val covariance: F64DenseMatrix, val instanceCount: Int)(source)

Empirical-Bayes prior fitted across a population of related regression posteriors. Hand mean and covariance straight to BayesianRegressionStat's priorMean / priorCovariance constructor parameters to seed a new instance.

Constructors

PopulationPrior

constructor(mean: F64DenseVector, covariance: F64DenseMatrix, instanceCount: Int)(source)

Properties

covariance

val covariance: F64DenseMatrix(source)

Population covariance: within-instance posterior + between-instance mean spread.

instanceCount

val instanceCount: Int(source)

Number of per-instance posteriors that contributed to this prior.

mean

val mean: F64DenseVector(source)

Population mean of the per-instance posterior means.