class Gambit::Priors::Cauchy
Multi-dimensional Cauchy prior. More…
#include <cauchy.hpp>
Inherits from Gambit::Priors::BasePrior
Public Functions
| Name | |
|---|---|
| Cauchy(const std::vector< std::string > & param, const Options & options) | |
| virtual void | transform(hyper_cube_ref< double > unitpars, std::unordered_map< std::string, double > & outputMap) const Transformation from unit interval to the Cauchy. |
| virtual void | inverse_transform(const std::unordered_map< std::string, double > & physical, hyper_cube_ref< double > unit) const override Transform from physical parameter to unit hypercube. |
| virtual double | log_prior_density(const std::unordered_map< std::string, double > & ) const override Log of prior density. |
Additional inherited members
Public Functions inherited from Gambit::Priors::BasePrior
| Name | |
|---|---|
| virtual | ~BasePrior() =default |
| BasePrior() | |
| BasePrior(const int param_size) | |
| BasePrior(const std::vector< std::string > & param_names, const int param_size =0) | |
| BasePrior(const std::string & param_name, const int param_size =0) | |
| virtual std::vector< std::string > | getShownParameters() const |
| unsigned int | size() const |
| void | setSize(const unsigned int size) |
| unsigned int & | sizeRef() |
| std::vector< std::string > | getParameters() const |
Protected Attributes inherited from Gambit::Priors::BasePrior
| Name | |
|---|---|
| std::vector< std::string > | param_names |
Detailed Description
class Gambit::Priors::Cauchy;
Multi-dimensional Cauchy prior.
This is a multivariate (t)-distribution with (\nu = 1) degree of freedom.
Defined by a scale matrix, (\Sigma), and a location vector.
If the scale matrix is diagonal,it may instead be specified by the square-roots of its diagonal entries, denoted (\gamma).
Public Functions Documentation
function Cauchy
Cauchy(
const std::vector< std::string > & param,
const Options & options
)
function transform
inline virtual void transform(
hyper_cube_ref< double > unitpars,
std::unordered_map< std::string, double > & outputMap
) const
Transformation from unit interval to the Cauchy.
Reimplements: Gambit::Priors::BasePrior::transform
function inverse_transform
inline virtual void inverse_transform(
const std::unordered_map< std::string, double > & physical,
hyper_cube_ref< double > unit
) const override
Transform from physical parameter to unit hypercube.
Reimplements: Gambit::Priors::BasePrior::inverse_transform
function log_prior_density
inline virtual double log_prior_density(
const std::unordered_map< std::string, double > &
) const override
Log of prior density.
Reimplements: Gambit::Priors::BasePrior::log_prior_density
Updated on 2024-07-18 at 13:53:32 +0000