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Gaussian prior, Gaussian posterior in Poisson mean problem.

Usage

pois_mean_GP(
  x,
  s = NULL,
  prior_mean = NULL,
  prior_var = NULL,
  optim_method = "L-BFGS-B",
  maxiter = 1000,
  tol = 1e-05
)

Arguments

x

data vector

s

scaling vector

prior_mean

prior mean

prior_var

prior variance

optim_method

optimization method in `optim` function

maxiter

max number of iterations

tol

tolerance for stopping the updates

w

prior weights

Value

a list of

posteriorMean:

posterior mean

posteriorVar:

posterior variance

obj_value:

objective function values

prior_mean:

prior mean

prior_var:

prior variance

@example n = 10000 mu = rnorm(n) x = rpois(n,exp(mu)) pois_mean_GG(x)

Details

The problem is $$x_i\sim Poisson(\exp(\mu_i)),$$ $$\mu_i\sim N(\beta,\sigma^2).$$