This function solves the entropy minimization problem with equality and inequality constraints. The solution is a vector of posterior probabilities that distorts the least the prior (equal-weights probabilities), given the constraints.

entropy_pooling(p, A = NULL, b = NULL, Aeq, beq)

Arguments

p

A vector of prior probabilities

A

The linear inequality constraint (left-hand side)

b

The linear inequality constraint (right-hand side)

Aeq

The linear equality constraint (left-hand side)

beq

The linear equality constraint (right-hand side)

Value

A vector of posterior probabilities.

Examples

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