Enum RhoPrior 

pub enum RhoPrior {
    Flat,
    Normal {
        mean: f64,
        sd: f64,
    },
    GammaPrecision {
        shape: f64,
        rate: f64,
    },
    PenalizedComplexity {
        upper: f64,
        tail_prob: f64,
    },
    Independent(Vec<RhoPrior>),
}

Fixed prior family for smoothing parameters in joint HMC refinement.

Variants

Flat

Normal

Fields

mean: f64

sd: f64

GammaPrecision

Gamma(shape, rate) conjugate hyperprior on the precision lambda = exp(rho).

The deterministic REML/LAML objective uses the MAP-in-lambda convention and is minimized, so this contributes rate * exp(rho) - (shape - 1) * rho up to an additive constant. Samplers over rho include the +rho Jacobian from lambda = exp(rho), so their log-density contribution is shape * rho - rate * exp(rho). For a block with effective dimension n_p and centered quadratic (beta - mu)'S_p(beta - mu), the conditional posterior is Gamma(shape + n_p/2, rate + quadratic/2) and the closed-form MAP precision is (shape + n_p/2 - 1) / (rate + quadratic/2). Gamma(1, 0) is the explicit flat/default case and reproduces the current MacKay/Tipping fixed point.

Fields

shape: f64

rate: f64

PenalizedComplexity

Penalized-complexity (PC) prior on the smoothing parameter (Simpson, Rue, Riebler, Martins, Sørbye, Statistical Science 2017).

A PC prior fixes a base model (here the infinitely-smooth limit, where the penalized component collapses to its null space) and puts an exponential prior on the distance away from it. For a Gaussian smooth with precision λ = exp(ρ) the relevant distance is the marginal standard-deviation scale d = λ^{-1/2} = exp(-ρ/2), and a constant-rate penalization p(d) = θ exp(-θ d) induces the closed-form log-prior

log p(ρ) = ln(θ/2) − ρ/2 − θ exp(−ρ/2).

The rate θ is calibrated by the single interpretable tail statement P(d > upper) = tail_prob, i.e. θ = −ln(tail_prob) / upper. The prior is reparameterization-invariant and shrinks toward the simpler model (an exponential wall against under-smoothing, only a gentle linear pull toward over-smoothing), which is exactly the Occam behaviour wanted for high-variance flexible components. The REML/LAML objective is minimized, so this contributes ρ/2 + θ exp(−ρ/2) (up to an additive constant) to the cost, with gradient 1/2 − (θ/2) exp(−ρ/2) and (always positive) curvature (θ/4) exp(−ρ/2).

Fields

upper: f64

Upper bound U on the distance scale d = exp(-ρ/2) (the marginal SD scale of the penalized component) in the tail statement P(d > U) = tail_prob. Must be finite and strictly positive.

tail_prob: f64

Tail probability α in P(d > U) = α. Must satisfy 0 < α < 1.

Independent(Vec<RhoPrior>)

Coordinate-specific priors for models whose smoothing parameters do not share one prior family, such as nested coefficient groups.

Trait Implementations

impl Clone for RhoPrior

fn clone(&self) -> RhoPrior

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for RhoPrior

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for RhoPrior

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for RhoPrior

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for RhoPrior

fn eq(&self, other: &RhoPrior) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Serialize for RhoPrior

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for RhoPrior