update_h_kl: Update the parameter $theta$
(with FC of form $h(x) = x^{-a} \exp(-bx -c/x)$))
using eiter a gamma or an inverse gamma approximation to the FC as proposal
depending on which distribution has smaller KL divergence.
Description
Update the parameter $theta$
(with FC of form $h(x) = x^{-a} \exp(-bx -c/x)$))
using eiter a gamma or an inverse gamma approximation to the FC as proposal
depending on which distribution has smaller KL divergence.Usage
update_h_kl(theta, argA, argC, a, b)
Arguments
argA
argument a (in parts) of the function h (e.g. n*phi for theta=mu)
argC
argument c of the function h (e.g. sum(mui)*phi for theta=mu)
a
shape parameter of the gamma prior for $theta$
b
rate parameter of the gamma prior for $theta$
Value
- updated parameter $theta$