Struct rv::dist::NormalInvGamma
source · pub struct NormalInvGamma { /* private fields */ }
Expand description
Prior for Gaussian
Given x ~ N(μ, σ)
, the Normal Inverse Gamma prior implies that
μ ~ N(m, sqrt(v)σ)
and ρ ~ InvGamma(a, b)
.
Implementations§
source§impl NormalInvGamma
impl NormalInvGamma
sourcepub fn new(m: f64, v: f64, a: f64, b: f64) -> Result<Self, NormalInvGammaError>
pub fn new(m: f64, v: f64, a: f64, b: f64) -> Result<Self, NormalInvGammaError>
Create a new Normal Inverse Gamma distribution
§Arguments
- m: The prior mean
- v: Relative variance of μ versus data
- a: The mean of variance is b / (a - 1)
- b: Degrees of freedom of the variance
sourcepub fn new_unchecked(m: f64, v: f64, a: f64, b: f64) -> Self
pub fn new_unchecked(m: f64, v: f64, a: f64, b: f64) -> Self
Creates a new NormalInvGamma without checking whether the parameters are valid.
sourcepub fn set_m(&mut self, m: f64) -> Result<(), NormalInvGammaError>
pub fn set_m(&mut self, m: f64) -> Result<(), NormalInvGammaError>
Set the value of m
§Example
use rv::dist::NormalInvGamma;
let mut nig = NormalInvGamma::new(0.0, 1.2, 2.3, 3.4).unwrap();
assert_eq!(nig.m(), 0.0);
nig.set_m(-1.1).unwrap();
assert_eq!(nig.m(), -1.1);
Will error for invalid values
assert!(nig.set_m(-1.1).is_ok());
assert!(nig.set_m(std::f64::INFINITY).is_err());
assert!(nig.set_m(std::f64::NEG_INFINITY).is_err());
assert!(nig.set_m(std::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_v(&mut self, v: f64) -> Result<(), NormalInvGammaError>
pub fn set_v(&mut self, v: f64) -> Result<(), NormalInvGammaError>
Set the value of v
§Example
use rv::dist::NormalInvGamma;
let mut nig = NormalInvGamma::new(0.0, 1.2, 2.3, 3.4).unwrap();
assert_eq!(nig.v(), 1.2);
nig.set_v(4.3).unwrap();
assert_eq!(nig.v(), 4.3);
Will error for invalid values
assert!(nig.set_v(2.1).is_ok());
// must be greater than zero
assert!(nig.set_v(0.0).is_err());
assert!(nig.set_v(-1.0).is_err());
assert!(nig.set_v(std::f64::INFINITY).is_err());
assert!(nig.set_v(std::f64::NEG_INFINITY).is_err());
assert!(nig.set_v(std::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_a(&mut self, a: f64) -> Result<(), NormalInvGammaError>
pub fn set_a(&mut self, a: f64) -> Result<(), NormalInvGammaError>
Set the value of a
§Example
use rv::dist::NormalInvGamma;
let mut nig = NormalInvGamma::new(0.0, 1.2, 2.3, 3.4).unwrap();
assert_eq!(nig.a(), 2.3);
nig.set_a(4.3).unwrap();
assert_eq!(nig.a(), 4.3);
Will error for invalid values
assert!(nig.set_a(2.1).is_ok());
// must be greater than zero
assert!(nig.set_a(0.0).is_err());
assert!(nig.set_a(-1.0).is_err());
assert!(nig.set_a(std::f64::INFINITY).is_err());
assert!(nig.set_a(std::f64::NEG_INFINITY).is_err());
assert!(nig.set_a(std::f64::NAN).is_err());
sourcepub fn set_a_unchecked(&mut self, a: f64)
pub fn set_a_unchecked(&mut self, a: f64)
Set the value of a without input validation
sourcepub fn set_b(&mut self, b: f64) -> Result<(), NormalInvGammaError>
pub fn set_b(&mut self, b: f64) -> Result<(), NormalInvGammaError>
Set the value of b
§Example
use rv::dist::NormalInvGamma;
let mut nig = NormalInvGamma::new(0.0, 1.2, 2.3, 3.4).unwrap();
assert_eq!(nig.b(), 3.4);
nig.set_b(4.3).unwrap();
assert_eq!(nig.b(), 4.3);
Will error for invalid values
assert!(nig.set_b(2.1).is_ok());
// must be greater than zero
assert!(nig.set_b(0.0).is_err());
assert!(nig.set_b(-1.0).is_err());
assert!(nig.set_b(std::f64::INFINITY).is_err());
assert!(nig.set_b(std::f64::NEG_INFINITY).is_err());
assert!(nig.set_b(std::f64::NAN).is_err());
sourcepub fn set_b_unchecked(&mut self, b: f64)
pub fn set_b_unchecked(&mut self, b: f64)
Set the value of b without input validation
Trait Implementations§
source§impl Clone for NormalInvGamma
impl Clone for NormalInvGamma
source§fn clone(&self) -> NormalInvGamma
fn clone(&self) -> NormalInvGamma
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 NormalInvGamma
impl ConjugatePrior<f64, Gaussian> for NormalInvGamma
§type Posterior = NormalInvGamma
type Posterior = NormalInvGamma
Type of the posterior distribution
§type LnPpCache = (GaussianSuffStat, f64)
type LnPpCache = (GaussianSuffStat, f64)
Type of the
ln_pp
cachesource§fn posterior(&self, x: &DataOrSuffStat<'_, f64, Gaussian>) -> Self
fn posterior(&self, x: &DataOrSuffStat<'_, f64, Gaussian>) -> Self
Computes the posterior distribution from the data
source§fn ln_m_cache(&self) -> Self::LnMCache
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
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
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
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
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
source§impl Debug for NormalInvGamma
impl Debug for NormalInvGamma
source§impl<'de> Deserialize<'de> for NormalInvGamma
impl<'de> Deserialize<'de> for NormalInvGamma
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 NormalInvGamma
impl Display for NormalInvGamma
source§impl From<&NormalInvGamma> for String
impl From<&NormalInvGamma> for String
source§fn from(nig: &NormalInvGamma) -> String
fn from(nig: &NormalInvGamma) -> String
Converts to this type from the input type.
source§impl GewekeTestable<Gaussian, f64> for NormalInvGamma
impl GewekeTestable<Gaussian, f64> for NormalInvGamma
source§impl PartialEq for NormalInvGamma
impl PartialEq for NormalInvGamma
source§fn eq(&self, other: &NormalInvGamma) -> bool
fn eq(&self, other: &NormalInvGamma) -> bool
This method tests for
self
and other
values to be equal, and is used
by ==
.source§impl Rv<Gaussian> for NormalInvGamma
impl Rv<Gaussian> for NormalInvGamma
source§impl Serialize for NormalInvGamma
impl Serialize for NormalInvGamma
impl StructuralPartialEq for NormalInvGamma
Auto Trait Implementations§
impl Freeze for NormalInvGamma
impl RefUnwindSafe for NormalInvGamma
impl Send for NormalInvGamma
impl Sync for NormalInvGamma
impl Unpin for NormalInvGamma
impl UnwindSafe for NormalInvGamma
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<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.