Compute the BPS weights by convex optimization

Compute the BPS weights by convex optimization

Usage

BPS_weights_MvT(data, priors, coords, hyperpar, K)

Arguments

data

list two elements: first named \(Y\), second named \(X\)

priors

list priors: named \(\mu_B\),\(V_r\),\(\Psi\),\(\nu\)

coords

matrix sample coordinates for X and Y

hyperpar

list two elemets: first named \(\alpha\), second named \(\phi\)

K

integer number of folds

Value

matrix posterior predictive density evaluations (each columns represent a different model)