bayespy.inference.vmp.nodes.gaussian_markov_chain.SwitchingGaussianMarkovChainDistribution.compute_moments_and_cgf

SwitchingGaussianMarkovChainDistribution.compute_moments_and_cgf(phi, mask=True)

Compute the moments and the cumulant-generating function.

This basically performs the filtering and smoothing for the variable.

Parameters
phi
Returns
u
g