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Mattias Villani
Professor of Statistics at Stockholm University
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Bayesian Learning
By
Mattias Villani
Edited
Feb 11
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max_sample_size
=
100
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Sigma
=
math
.
inv
(
neghessian
(
[
alpha
,
beta
]
)
)
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stdev_alpha
=
Math
.
sqrt
(
Sigma
[
0
]
[
0
]
)
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stdev_beta
=
Math
.
sqrt
(
Sigma
[
1
]
[
1
]
)
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jstat
=
require
(
'jstat'
)
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math
=
require
(
"mathjs"
)
;
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optimjs
=
require
(
'optimization-js@1.5.0/dist/optimization.js'
)
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digamma
=
require
(
'https://cdn.jsdelivr.net/gh/stdlib-js/math-base-special-digamma@umd/browser.js'
)
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trigamma
=
require
(
'https://cdn.jsdelivr.net/gh/stdlib-js/math-base-special-trigamma@umd/browser.js'
)
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import
{
mvnpdf
}
from
"@mattiasvillani/multivariate-normal-distribution"
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data
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