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 void | transform(const std::vector< double > & , std::unordered_map< std::string, double > & ) const override Transform from unit hypercube to parameter. |
| virtual std::vector< double > | inverse_transform(const std::unordered_map< std::string, double > & ) const override Transform from parameter back to unit hypercube. |
| virtual double | operator()(const std::vector< double > & ) const override Log of PDF 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::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(
const std::vector< double > & ,
std::unordered_map< std::string, double > &
) const override
Transform from unit hypercube to parameter.
Reimplements: Gambit::Priors::BasePrior::transform
function inverse_transform
inline virtual std::vector< double > inverse_transform(
const std::unordered_map< std::string, double > &
) const override
Transform from parameter back to unit hypercube.
Reimplements: Gambit::Priors::BasePrior::inverse_transform
function operator()
inline virtual double operator()(
const std::vector< double > &
) const override
Log of PDF density.
Reimplements: Gambit::Priors::BasePrior::operator()
Updated on 2022-08-03 at 12:58:03 +0000