Performs a cumulative Bayesian update, updating the prior after each
observation. This is useful for streaming/temporal data.
Usage
cumulative_bayesian_update(model_space, observed, ...)
Arguments
- model_space
A bs_model_space object
- observed
Numeric vector of observed values (in order)
- ...
Additional arguments passed to likelihood functions
Value
A list containing:
final_space: The model space after all updates
cumulative_surprise: Vector of cumulative surprise after each observation
posterior_history: Matrix of posteriors after each update