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Bayes' theorem over a complete hypothesis set

Source: R/morin_native.R
morie_bayes.Rd

Posteriors P(Ak | Z) = P(Z | Ak) P(Ak) / sum_i P(Z | Ai) P(Ai); covers the simple, explicit and general forms plus the law of total probability. Mirrors morie.fn ...2e29/2e51-2e62/2e74/2e86.

Usage

morie_bayes(priors, likelihoods)

Arguments

priors

prior probabilities, summing to 1.

likelihoods

P(Z | Ai), same length.

Value

list(posteriors, p_z).

References

Morin (2016), eqs. (2.51)-(2.53), (2.55), (2.74).

Examples

morie_bayes(c(0.02, 0.98), c(0.95, 0.10))$posteriors[1]
#> [1] 0.1623932