module

Stochasta::Bayes::Estimator

Simple Bayesian parameter estimator / calculator

Class methods

posterior(prior : Float64, likelihood : Float64, evidence : Float64) : Float64

Calculates P(A|B) = P(B|A) * P(A) / P(B)

posterior_with_marginal(prior : Float64, likelihood_true : Float64, likelihood_false : Float64) : Float64

Calculates posterior using P(B) = P(B|A)*P(A) + P(B|~A)*P(~A)