Variational Message Passing for Normal linear model.
Usage
vmp_lm(n, X, y, mu0, Sigma0, A, maxiter = 100L, tol = 1e-10, verbose = TRUE)
Arguments
- n
Number of rows
- X
The design matrix n by d.
- y
The observation vector n by 1.
- mu0
The prior mean on coefficients
- Sigma0
The prior variance on coefficients
- A
The prior scale on variance
- maxiter
The maximum number of iterations
- tol
Tolerance for convergence
- verbose
Print trace of the ELBO