Mean and covariance of the induced mixture, when that mixture is Gaussian

Used by gh_engine(). These are the moments of \(P_W\), not \(W\) (e.g. \(\Sigma + V\) for a Gaussian prior on a Gaussian mean). NULL for any non-Gaussian mixture.

Usage

mixture_gaussian_moments(mixing, family)

Arguments

mixing

A distribution over the family's parameter space.

family

A parametric_family.

Value

list(mean = , cov = ), or NULL.