Standard libraries/Bayes function library

Bayes function library

Shows how posterior can be computed for zero or more observations when a full joint probability is available.

Using the Library

To use these functions in your model, you must add the Bayes function.ana library to your model. To add, select File → Add Library... and find the Bayes function.ana file.

After selecting, you should select linked. Once added, the library appears on your definition menu and the functions may be used.

Functions in library

Function Posterior( P,I,x )

Identifier

Posterior

Title

Posterior (P,I,x)

Parameter declaration

(P;I:IndexType;x)

Description

Given a joint prior distribution, P, and the observation that I=x, returns a joint posterior distribution. This can be cascaded, e.g., when updating by several observations.

Function Posterior_with_none( P,I,x )

Identifier

Posterior_with_none

Title

Posterior_With_None (P,I,x)

Parameter declaration

(P;I:IndexType;x:atomic)

Description

Given a joint prior distribution, returns the posterior when I=x, with the added features that if x='none', the index I is marginalized out as if I was not observed.

See also

• Standard libraries