Biogeme: Python Library  2.5
Public Member Functions | Public Attributes | List of all members
bio_expression.bioBayesNormalDraw Class Reference

Class performing draws from the posterior of the mean of a normal variable knowing realizations and variance. More...

Inheritance diagram for bio_expression.bioBayesNormalDraw:
bio_expression.Expression

Public Member Functions

def __init__ (self, mean, realizations, varcovar)
 
- Public Member Functions inherited from bio_expression.Expression
def __init__ (self)
 Constructor.
 
def getExpression (self)
 
def getID (self)
 
def __str__ (self)
 
def __neg__ (self)
 
def __add__ (self, expression)
 
def __radd__ (self, expression)
 
def __sub__ (self, expression)
 
def __rsub__ (self, expression)
 
def __mul__ (self, expression)
 
def __rmul__ (self, expression)
 
def __div__ (self, expression)
 
def __rdiv__ (self, expression)
 
def __truediv__ (self, expression)
 Support for Python version 3.x. More...
 
def __rtruediv__ (self, expression)
 Support for Python version 3.x. More...
 
def __mod__ (self, expression)
 
def __pow__ (self, expression)
 
def __rpow__ (self, expression)
 
def __and__ (self, expression)
 
def __or__ (self, expression)
 
def __eq__ (self, expression)
 
def __ne__ (self, expression)
 
def __le__ (self, expression)
 
def __ge__ (self, expression)
 
def __lt__ (self, expression)
 
def __gt__ (self, expression)
 

Public Attributes

 error
 
 mean
 
 realizations
 
 varcovar
 
 operatorIndex
 
- Public Attributes inherited from bio_expression.Expression
 operatorIndex
 

Detailed Description

Class performing draws from the posterior of the mean of a normal variable knowing realizations and variance.

See Train (2003) p. 304 step 1.

Let $\beta_n$, $n=1,\ldots,N$ be realizations from a multivariate normal distribution $N(b,W)$. This class draws from the posterior of $b$, that is from

\[ N(\bar{\beta},W/N) \]

.

Definition at line 1095 of file bio_expression.py.


The documentation for this class was generated from the following file:
Copyright 2016 Michel Bierlaire