E[||y - Xb||^2]

Calculate E[||y - Xb||^2] for b ~ MVN(mu, Sigma)

Usage

dot_y_minus_Xb(yty, Xty, XtX, mu, Sigma)

Arguments

yty

Statistic y'y

Xty

Statistic X'y

XtX

Statistic X'X

mu

Variational mean mu

Sigma

Variational variance Sigma