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bayesAB 1.1.0

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@FrankPortman FrankPortman released this 26 Sep 00:16
· 20 commits to master since this release

Breaking

  • Changed conjugate prior of Normal/LogNormal distributions to be the NormalInverseGamma distribution from a combination of the Normal and Inverse Gamma distributions. This distribution is bivariate and gives us a 2d estimate for both x and sig_sq. The params for this distribution are mu, lambda, alpha, beta and are different from the old priors that Normal/LogNormal were expecting.
    • Various doc changes to illustrate these changes and new expectations

Major Changes

  • Fix closed form distributions and added tests
  • Calculation Posterior Expected Loss is now correct and represents a true loss function
  • Added plotNormalInvGamma

Minor Changes

  • Colors for sample plots are now hardcoded (red for > 0 and blue for < 0)
  • Plots are truncated at the extremes to avoid very long tails