Computes E(rho^2 | a, b) by mixing E(rho^2 | alpha) over alpha ~ Gamma(a, b).
Usage
mean_rho_sq(a, b, M = .QUAD_NODES_DEFAULT)
Arguments
- a
Numeric; shape parameter of the Gamma prior on alpha (a > 0).
- b
Numeric; rate parameter of the Gamma prior on alpha (b > 0).
- M
Integer; number of quadrature nodes. Default is 80.
Value
Numeric; E(rho^2 | a, b).
