Computes posterior probabilities via Bayes Theorem under normality

Source: R/helper.r

Computes posterior probabilities via Bayes Theorem under normality

posterior_probs(x, means, covs, priors)

Arguments

x

matrix of observations
means

list of means for each class
covs

list of covariance matrices for each class
priors

list of prior probabilities for each class

Value

matrix of posterior probabilities for each observation