class Gambit::Priors::LogNormal

Multi-dimensional Log-Normal prior. More…

#include <lognormal.hpp>

Inherits from Gambit::Priors::BasePrior

Public Functions

Name
LogNormal(const std::vector< std::string > & param, const Options & options)
virtual voidtransform(hyper_cube_ref< double > unit, std::unordered_map< std::string, double > & physical) const override
Transform from unit hypercube to physical parameter.
virtual voidinverse_transform(const std::unordered_map< std::string, double > & physical, hyper_cube_ref< double > unit) const override
Transform from physical parameter to unit hypercube.
virtual doublelog_prior_density(const std::unordered_map< std::string, double > & ) const
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 intsize() const
voidsetSize(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::LogNormal;

Multi-dimensional Log-Normal prior.

Defined by a covariance matrix and mean of (\log x).

If the covariance matrix is diagonal, it may instead be specified by the square-roots of its diagonal entries, denoted (\sigma).

The base is by default 10.

Public Functions Documentation

function LogNormal

LogNormal(
    const std::vector< std::string > & param,
    const Options & options
)

function transform

inline virtual void transform(
    hyper_cube_ref< double > unit,
    std::unordered_map< std::string, double > & physical
) const override

Transform from unit hypercube to physical parameter.

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

Log of prior density.

Reimplements: Gambit::Priors::BasePrior::log_prior_density


Updated on 2024-07-18 at 13:53:32 +0000