Struct rv::dist::NormalGamma

source ·
pub struct NormalGamma { /* private fields */ }
Expand description

Prior for Gaussian

Given x ~ N(μ, σ), the Normal Gamma prior implies that μ ~ N(m, 1/(rρ)) and ρ ~ Gamma(ν/2, s/2).

Implementations§

source§

impl NormalGamma

source

pub fn new(m: f64, r: f64, s: f64, v: f64) -> Result<Self, NormalGammaError>

Create a new Normal Gamma distribution

Arguments
  • m: The prior mean
  • r: Relative precision of μ versus data
  • s: The mean of rho (the precision) is v/s.
  • v: Degrees of freedom of precision of rho
source

pub fn new_unchecked(m: f64, r: f64, s: f64, v: f64) -> Self

Creates a new NormalGamma without checking whether the parameters are valid.

source

pub fn m(&self) -> f64

Get the m parameter

source

pub fn set_m(&mut self, m: f64) -> Result<(), NormalGammaError>

Set the value of m

Example
use rv::dist::NormalGamma;

let mut ng = NormalGamma::new(0.0, 1.2, 2.3, 3.4).unwrap();
assert_eq!(ng.m(), 0.0);

ng.set_m(-1.1).unwrap();
assert_eq!(ng.m(), -1.1);

Will error for invalid values

assert!(ng.set_m(-1.1).is_ok());
assert!(ng.set_m(std::f64::INFINITY).is_err());
assert!(ng.set_m(std::f64::NEG_INFINITY).is_err());
assert!(ng.set_m(std::f64::NAN).is_err());
source

pub fn set_m_unchecked(&mut self, m: f64)

Set the value of m without input validation

source

pub fn r(&self) -> f64

Get the r parameter

source

pub fn set_r(&mut self, r: f64) -> Result<(), NormalGammaError>

Set the value of r

Example
use rv::dist::NormalGamma;

let mut ng = NormalGamma::new(0.0, 1.2, 2.3, 3.4).unwrap();
assert_eq!(ng.r(), 1.2);

ng.set_r(2.1).unwrap();
assert_eq!(ng.r(), 2.1);

Will error for invalid values

assert!(ng.set_r(2.1).is_ok());

// must be greater than zero
assert!(ng.set_r(0.0).is_err());
assert!(ng.set_r(-1.0).is_err());


assert!(ng.set_r(std::f64::INFINITY).is_err());
assert!(ng.set_r(std::f64::NEG_INFINITY).is_err());
assert!(ng.set_r(std::f64::NAN).is_err());
source

pub fn set_r_unchecked(&mut self, r: f64)

Set the value of r without input validation

source

pub fn s(&self) -> f64

Get the s parameter

source

pub fn set_s(&mut self, s: f64) -> Result<(), NormalGammaError>

Set the value of s

Example
use rv::dist::NormalGamma;

let mut ng = NormalGamma::new(0.0, 1.2, 2.3, 3.4).unwrap();
assert_eq!(ng.s(), 2.3);

ng.set_s(3.2).unwrap();
assert_eq!(ng.s(), 3.2);

Will error for invalid values

assert!(ng.set_s(2.1).is_ok());

// must be greater than zero
assert!(ng.set_s(0.0).is_err());
assert!(ng.set_s(-1.0).is_err());


assert!(ng.set_s(std::f64::INFINITY).is_err());
assert!(ng.set_s(std::f64::NEG_INFINITY).is_err());
assert!(ng.set_s(std::f64::NAN).is_err());
source

pub fn set_s_unchecked(&mut self, s: f64)

Set the value of s without input validation

source

pub fn v(&self) -> f64

Get the v parameter

source

pub fn set_v(&mut self, v: f64) -> Result<(), NormalGammaError>

Set the value of v

Example
use rv::dist::NormalGamma;

let mut ng = NormalGamma::new(0.0, 1.2, 2.3, 3.4).unwrap();
assert_eq!(ng.v(), 3.4);

ng.set_v(4.3).unwrap();
assert_eq!(ng.v(), 4.3);

Will error for invalid values

assert!(ng.set_v(2.1).is_ok());

// must be greater than zero
assert!(ng.set_v(0.0).is_err());
assert!(ng.set_v(-1.0).is_err());


assert!(ng.set_v(std::f64::INFINITY).is_err());
assert!(ng.set_v(std::f64::NEG_INFINITY).is_err());
assert!(ng.set_v(std::f64::NAN).is_err());
source

pub fn set_v_unchecked(&mut self, v: f64)

Set the value of v without input validation

source

pub fn params(&self) -> (f64, f64, f64, f64)

Return (m, r, s, v)

Trait Implementations§

source§

impl Clone for NormalGamma

source§

fn clone(&self) -> NormalGamma

Returns a copy of the value. Read more
1.0.0 · source§

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

Performs copy-assignment from source. Read more
source§

impl ConjugatePrior<f64, Gaussian> for NormalGamma

§

type Posterior = NormalGamma

Type of the posterior distribution
§

type LnMCache = f64

Type of the ln_m cache
§

type LnPpCache = (GaussianSuffStat, f64)

Type of the ln_pp cache
source§

fn posterior(&self, x: &DataOrSuffStat<'_, f64, Gaussian>) -> Self

Computes the posterior distribution from the data
source§

fn ln_m_cache(&self) -> Self::LnMCache

Compute the cache for the log marginal likelihood.
source§

fn ln_m_with_cache( &self, cache: &Self::LnMCache, x: &DataOrSuffStat<'_, f64, Gaussian> ) -> f64

Log marginal likelihood with supplied cache.
source§

fn ln_pp_cache(&self, x: &DataOrSuffStat<'_, f64, Gaussian>) -> Self::LnPpCache

Compute the cache for the Log posterior predictive of y given x. Read more
source§

fn ln_pp_with_cache(&self, cache: &Self::LnPpCache, y: &f64) -> f64

Log posterior predictive of y given x with supplied ln(norm)
source§

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

Log posterior predictive of y given x
source§

fn m(&self, x: &DataOrSuffStat<'_, X, Fx>) -> f64

Marginal likelihood of x
source§

fn pp(&self, y: &X, x: &DataOrSuffStat<'_, X, Fx>) -> f64

Posterior Predictive distribution
source§

impl ContinuousDistr<Gaussian> for NormalGamma

source§

fn pdf(&self, x: &X) -> f64

The value of the Probability Density Function (PDF) at x Read more
source§

fn ln_pdf(&self, x: &X) -> f64

The value of the log Probability Density Function (PDF) at x Read more
source§

impl Debug for NormalGamma

source§

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

Formats the value using the given formatter. Read more
source§

impl<'de> Deserialize<'de> for NormalGamma

source§

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 NormalGamma

source§

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

Formats the value using the given formatter. Read more
source§

impl From<&NormalGamma> for String

source§

fn from(ng: &NormalGamma) -> String

Converts to this type from the input type.
source§

impl GewekeTestable<Gaussian, f64> for NormalGamma

source§

fn prior_draw<R: Rng>(&self, rng: &mut R) -> Gaussian

source§

fn update_params<R: Rng>(&self, data: &[f64], rng: &mut R) -> Gaussian

source§

fn geweke_stats(&self, fx: &Gaussian, xs: &[f64]) -> BTreeMap<String, f64>

source§

impl PartialEq<NormalGamma> for NormalGamma

source§

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

This method tests for self and other values to be equal, and is used by ==.
1.0.0 · source§

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

This method tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.
source§

impl Rv<Gaussian> for NormalGamma

source§

fn ln_f(&self, x: &Gaussian) -> f64

Probability function Read more
source§

fn draw<R: Rng>(&self, rng: &mut R) -> Gaussian

Single draw from the Rv Read more
source§

fn f(&self, x: &X) -> f64

Probability function Read more
source§

fn sample<R: Rng>(&self, n: usize, rng: &mut R) -> Vec<X>

Multiple draws of the Rv Read more
source§

fn sample_stream<'r, R: Rng>( &'r self, rng: &'r mut R ) -> Box<dyn Iterator<Item = X> + 'r>

Create a never-ending iterator of samples Read more
source§

impl Serialize for NormalGamma

source§

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

Serialize this value into the given Serde serializer. Read more
source§

impl Support<Gaussian> for NormalGamma

source§

fn supports(&self, x: &Gaussian) -> bool

Returns true if x is in the support of the Rv Read more
source§

impl StructuralPartialEq for NormalGamma

Auto Trait Implementations§

Blanket Implementations§

source§

impl<T> Any for Twhere T: 'static + ?Sized,

source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
source§

impl<T> Borrow<T> for Twhere T: ?Sized,

source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
source§

impl<T> BorrowMut<T> for Twhere T: ?Sized,

source§

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
source§

impl<T> From<T> for T

source§

fn from(t: T) -> T

Returns the argument unchanged.

source§

impl<T, U> Into<U> for Twhere U: From<T>,

source§

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

source§

impl<T> Same<T> for T

§

type Output = T

Should always be Self
§

impl<SS, SP> SupersetOf<SS> for SPwhere SS: SubsetOf<SP>,

§

fn to_subset(&self) -> Option<SS>

The inverse inclusion map: attempts to construct self from the equivalent element of its superset. Read more
§

fn is_in_subset(&self) -> bool

Checks if self is actually part of its subset T (and can be converted to it).
§

fn to_subset_unchecked(&self) -> SS

Use with care! Same as self.to_subset but without any property checks. Always succeeds.
§

fn from_subset(element: &SS) -> SP

The inclusion map: converts self to the equivalent element of its superset.
source§

impl<T> ToOwned for Twhere T: Clone,

§

type Owned = T

The resulting type after obtaining ownership.
source§

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
source§

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
source§

impl<T> ToString for Twhere T: Display + ?Sized,

source§

default fn to_string(&self) -> String

Converts the given value to a String. Read more
source§

impl<T, U> TryFrom<U> for Twhere U: Into<T>,

§

type Error = Infallible

The type returned in the event of a conversion error.
source§

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
source§

impl<T, U> TryInto<U> for Twhere U: TryFrom<T>,

§

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
source§

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
§

impl<V, T> VZip<V> for Twhere V: MultiLane<T>,

§

fn vzip(self) -> V

source§

impl<T> DeserializeOwned for Twhere T: for<'de> Deserialize<'de>,

source§

impl<T> DeserializeOwnedAlias for Twhere T: DeserializeOwned,

source§

impl<T> Scalar for Twhere T: 'static + Clone + PartialEq<T> + Debug,

source§

impl<T> SendAlias for T

§

impl<T> SendSyncUnwindSafe for Twhere T: Send + Sync + UnwindSafe + ?Sized,

source§

impl<T> SerializeAlias for Twhere T: Serialize,

source§

impl<T> SyncAlias for T