Can you expalin how the update_theta() in Student_T works?

hildensia / bayesian_changepoint_detection

Methods to get the probability of a changepoint in a time series.

MIT License

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Can you expalin how the update_theta() in Student_T works? #19

Closed mike-ocean closed 5 years ago

mike-ocean commented 5 years ago

I read the paper, but I didn't find the reason why the parameters is updated in that way. Besides, I am thinking about replacing the student_T with gamma, but I don't know how to update the parameters. Can you give me some advice?

Thank you!