Struct rv::dist::NormalInvChiSquared
source · pub struct NormalInvChiSquared { /* private fields */ }
Expand description
Prior for Gaussian
Given x ~ N(μ, σ)
, the Normal Inverse Chi Squared prior implies that
μ ~ N(m, σ/√k)
and σ² ~ ScaledInvChiSquared(v, s2)
.
Implementations§
source§impl NormalInvChiSquared
impl NormalInvChiSquared
sourcepub fn new(
m: f64,
k: f64,
v: f64,
s2: f64,
) -> Result<Self, NormalInvChiSquaredError>
pub fn new( m: f64, k: f64, v: f64, s2: f64, ) -> Result<Self, NormalInvChiSquaredError>
Create a new Normal Inverse Gamma distribution
§Arguments
- m: The prior mean
- k: How strongly we believe the prior mean (in prior pseudo-observations)
- v: How strongly we believe the prior variance (in prior pseudo-observations)
- s2: The prior variance
sourcepub fn new_unchecked(m: f64, k: f64, v: f64, s2: f64) -> Self
pub fn new_unchecked(m: f64, k: f64, v: f64, s2: f64) -> Self
Creates a new NormalInvChiSquared without checking whether the parameters are valid.
sourcepub fn set_m(&mut self, m: f64) -> Result<(), NormalInvChiSquaredError>
pub fn set_m(&mut self, m: f64) -> Result<(), NormalInvChiSquaredError>
Set the value of m
§Example
use rv::dist::NormalInvChiSquared;
let mut nix = NormalInvChiSquared::new(0.0, 1.2, 2.3, 3.4).unwrap();
assert_eq!(nix.m(), 0.0);
nix.set_m(-1.1).unwrap();
assert_eq!(nix.m(), -1.1);
Will error for invalid values
assert!(nix.set_m(-1.1).is_ok());
assert!(nix.set_m(f64::INFINITY).is_err());
assert!(nix.set_m(f64::NEG_INFINITY).is_err());
assert!(nix.set_m(f64::NAN).is_err());
sourcepub fn set_m_unchecked(&mut self, m: f64)
pub fn set_m_unchecked(&mut self, m: f64)
Set the value of m without input validation
sourcepub fn set_k(&mut self, k: f64) -> Result<(), NormalInvChiSquaredError>
pub fn set_k(&mut self, k: f64) -> Result<(), NormalInvChiSquaredError>
Set the value of k
§Example
use rv::dist::NormalInvChiSquared;
let mut nix = NormalInvChiSquared::new(0.0, 1.2, 2.3, 3.4).unwrap();
assert_eq!(nix.k(), 1.2);
nix.set_k(4.3).unwrap();
assert_eq!(nix.k(), 4.3);
Will error for invalid values
assert!(nix.set_k(2.1).is_ok());
// must be greater than zero
assert!(nix.set_k(0.0).is_err());
assert!(nix.set_k(-1.0).is_err());
assert!(nix.set_k(f64::INFINITY).is_err());
assert!(nix.set_k(f64::NEG_INFINITY).is_err());
assert!(nix.set_k(f64::NAN).is_err());
sourcepub fn set_k_unchecked(&mut self, k: f64)
pub fn set_k_unchecked(&mut self, k: f64)
Set the value of k without input validation
sourcepub fn set_v(&mut self, v: f64) -> Result<(), NormalInvChiSquaredError>
pub fn set_v(&mut self, v: f64) -> Result<(), NormalInvChiSquaredError>
Set the value of v
§Example
use rv::dist::NormalInvChiSquared;
let mut nix = NormalInvChiSquared::new(0.0, 1.2, 2.3, 3.4).unwrap();
assert_eq!(nix.v(), 2.3);
nix.set_v(4.3).unwrap();
assert_eq!(nix.v(), 4.3);
Will error for invalid values
assert!(nix.set_v(2.1).is_ok());
// must be greater than zero
assert!(nix.set_v(0.0).is_err());
assert!(nix.set_v(-1.0).is_err());
assert!(nix.set_v(f64::INFINITY).is_err());
assert!(nix.set_v(f64::NEG_INFINITY).is_err());
assert!(nix.set_v(f64::NAN).is_err());
sourcepub fn set_v_unchecked(&mut self, v: f64)
pub fn set_v_unchecked(&mut self, v: f64)
Set the value of v without input validation
sourcepub fn set_s2(&mut self, s2: f64) -> Result<(), NormalInvChiSquaredError>
pub fn set_s2(&mut self, s2: f64) -> Result<(), NormalInvChiSquaredError>
Set the value of s2
§Example
use rv::dist::NormalInvChiSquared;
let mut nix = NormalInvChiSquared::new(0.0, 1.2, 2.3, 3.4).unwrap();
assert_eq!(nix.s2(), 3.4);
nix.set_s2(4.3).unwrap();
assert_eq!(nix.s2(), 4.3);
Will error for invalid values
assert!(nix.set_s2(2.1).is_ok());
// must be greater than zero
assert!(nix.set_s2(0.0).is_err());
assert!(nix.set_s2(-1.0).is_err());
assert!(nix.set_s2(f64::INFINITY).is_err());
assert!(nix.set_s2(f64::NEG_INFINITY).is_err());
assert!(nix.set_s2(f64::NAN).is_err());
sourcepub fn set_s2_unchecked(&mut self, s2: f64)
pub fn set_s2_unchecked(&mut self, s2: f64)
Set the value of s2 without input validation
pub fn scaled_inv_x2(&self) -> &ScaledInvChiSquared
pub fn ln_z(&self) -> f64
Trait Implementations§
source§impl Clone for NormalInvChiSquared
impl Clone for NormalInvChiSquared
source§fn clone(&self) -> NormalInvChiSquared
fn clone(&self) -> NormalInvChiSquared
Returns a copy of the value. Read more
1.0.0 · source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source
. Read moresource§impl ConjugatePrior<f64, Gaussian> for NormalInvChiSquared
impl ConjugatePrior<f64, Gaussian> for NormalInvChiSquared
§type Posterior = NormalInvChiSquared
type Posterior = NormalInvChiSquared
Type of the posterior distribution
§type PpCache = (GaussianSuffStat, f64)
type PpCache = (GaussianSuffStat, f64)
Type of the cache for the posterior predictive
fn posterior(&self, x: &DataOrSuffStat<'_, f64, Gaussian>) -> Self
source§fn ln_m_cache(&self) -> Self::MCache
fn ln_m_cache(&self) -> Self::MCache
Compute the cache for the log marginal likelihood.
source§fn ln_m_with_cache(
&self,
cache: &Self::MCache,
x: &DataOrSuffStat<'_, f64, Gaussian>,
) -> f64
fn ln_m_with_cache( &self, cache: &Self::MCache, x: &DataOrSuffStat<'_, f64, Gaussian>, ) -> f64
Log marginal likelihood with supplied cache.
source§fn ln_pp_cache(&self, x: &DataOrSuffStat<'_, f64, Gaussian>) -> Self::PpCache
fn ln_pp_cache(&self, x: &DataOrSuffStat<'_, f64, Gaussian>) -> Self::PpCache
Compute the cache for the Log posterior predictive of y given x. Read more
source§fn ln_pp_with_cache(&self, cache: &Self::PpCache, y: &f64) -> f64
fn ln_pp_with_cache(&self, cache: &Self::PpCache, y: &f64) -> f64
Log posterior predictive of y given x with supplied ln(norm)
source§fn posterior_from_suffstat(&self, stat: &Fx::Stat) -> Self::Posterior
fn posterior_from_suffstat(&self, stat: &Fx::Stat) -> Self::Posterior
Computes the posterior distribution from the data
source§fn ln_m(&self, x: &DataOrSuffStat<'_, X, Fx>) -> f64
fn ln_m(&self, x: &DataOrSuffStat<'_, X, Fx>) -> f64
The log marginal likelihood
source§fn ln_pp(&self, y: &X, x: &DataOrSuffStat<'_, X, Fx>) -> f64
fn ln_pp(&self, y: &X, x: &DataOrSuffStat<'_, X, Fx>) -> f64
Log posterior predictive of y given x
source§fn m(&self, x: &DataOrSuffStat<'_, X, Fx>) -> f64
fn m(&self, x: &DataOrSuffStat<'_, X, Fx>) -> f64
Marginal likelihood of x
fn pp_with_cache(&self, cache: &Self::PpCache, y: &X) -> f64
source§impl Debug for NormalInvChiSquared
impl Debug for NormalInvChiSquared
source§impl<'de> Deserialize<'de> for NormalInvChiSquared
impl<'de> Deserialize<'de> for NormalInvChiSquared
source§fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
Deserialize this value from the given Serde deserializer. Read more
source§impl Display for NormalInvChiSquared
impl Display for NormalInvChiSquared
source§impl From<&NormalInvChiSquared> for String
impl From<&NormalInvChiSquared> for String
source§fn from(nix: &NormalInvChiSquared) -> String
fn from(nix: &NormalInvChiSquared) -> String
Converts to this type from the input type.
source§impl GewekeTestable<Gaussian, f64> for NormalInvChiSquared
impl GewekeTestable<Gaussian, f64> for NormalInvChiSquared
source§impl HasDensity<Gaussian> for NormalInvChiSquared
impl HasDensity<Gaussian> for NormalInvChiSquared
source§impl Parameterized for NormalInvChiSquared
impl Parameterized for NormalInvChiSquared
type Parameters = NormalInvChiSquaredParameters
fn emit_params(&self) -> Self::Parameters
fn from_params(params: Self::Parameters) -> Self
source§impl PartialEq for NormalInvChiSquared
impl PartialEq for NormalInvChiSquared
source§impl Sampleable<Gaussian> for NormalInvChiSquared
impl Sampleable<Gaussian> for NormalInvChiSquared
Auto Trait Implementations§
impl !Freeze for NormalInvChiSquared
impl RefUnwindSafe for NormalInvChiSquared
impl Send for NormalInvChiSquared
impl Sync for NormalInvChiSquared
impl Unpin for NormalInvChiSquared
impl UnwindSafe for NormalInvChiSquared
Blanket Implementations§
source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
source§default unsafe fn clone_to_uninit(&self, dst: *mut T)
default unsafe fn clone_to_uninit(&self, dst: *mut T)
🔬This is a nightly-only experimental API. (
clone_to_uninit
)source§impl<T> IntoEither for T
impl<T> IntoEither for T
source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
Converts
self
into a Left
variant of Either<Self, Self>
if into_left
is true
.
Converts self
into a Right
variant of Either<Self, Self>
otherwise. Read moresource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
Converts
self
into a Left
variant of Either<Self, Self>
if into_left(&self)
returns true
.
Converts self
into a Right
variant of Either<Self, Self>
otherwise. Read moresource§impl<SS, SP> SupersetOf<SS> for SPwhere
SS: SubsetOf<SP>,
impl<SS, SP> SupersetOf<SS> for SPwhere
SS: SubsetOf<SP>,
source§fn to_subset(&self) -> Option<SS>
fn to_subset(&self) -> Option<SS>
The inverse inclusion map: attempts to construct
self
from the equivalent element of its
superset. Read moresource§fn is_in_subset(&self) -> bool
fn is_in_subset(&self) -> bool
Checks if
self
is actually part of its subset T
(and can be converted to it).source§fn to_subset_unchecked(&self) -> SS
fn to_subset_unchecked(&self) -> SS
Use with care! Same as
self.to_subset
but without any property checks. Always succeeds.source§fn from_subset(element: &SS) -> SP
fn from_subset(element: &SS) -> SP
The inclusion map: converts
self
to the equivalent element of its superset.