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cvxpy_combine_prior_and_likelihood

PURPOSE ^

[posterior_mean, posterior_cov] = combine_prior_and_likelihood(prior_mean,prior_cov,data_mean,data_std)

SYNOPSIS ^

function [posterior_mean, posterior_cov, posterior_std, posterior_prec] = combine_prior_and_likelihood(prior_mean,prior_cov,data_mean,data_std)

DESCRIPTION ^

 [posterior_mean, posterior_cov] = combine_prior_and_likelihood(prior_mean,prior_cov,data_mean,data_std)

 combine prior and likelihood information for a vector of variables (on log scale)
 use formula from convenience kinetics / Bayesian estimation paper
 
 Inputs:
   prior_mean: vector of prior means
   prior_cov:  prior covariance matrix
   data_mean:  data values (one value for each variable)
   data_std:   data standard deviations (one value for each variable)
 Outputs:
   posterior_mean: vector of posterior means
   posterior_cov:  posterior covariance matrix

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:
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