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postmean |
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Find posterior mean estimator given data |
DESCRIPTION
Given a data value or a vector of data, find the posterior mean estimate(s) of the underlying signal value(s)
USAGE
postmean(x,w,prior,a)
REQUIRED ARGUMENTS
| x | |
| w | the value of the prior probability that the signal is nonzero |
OPTIONAL ARGUMENTS
| prior | specification of the prior to be used; can be 'cauchy' or 'laplace' |
| a | If the Laplace prior is used, a is the scale factor. If the Cauchy prior is used, a is ignored. |
VALUE
A value or vector of values of the estimate(s) of the mean(s)
of the distribution(s) from which the x
are drawn.
BACKGROUND
The appropriate one of postmean_laplace or postmean_cauchy is called.
SEE ALSO
postmean_laplace, postmean_cauchy, postmed
EXAMPLES
x=[-2 1 0 -4 8 50];
postmean(x, 0.05, 'cauchy')
postmean(x, 0.2, 'laplace', 0.3)