Struct CustomDifferentiableTarget 

pub struct CustomDifferentiableTarget<F, G> {
    pub log_density_fn: F,
    pub gradient_fn: G,
    pub dim: usize,
}

Custom differentiable target from functions

Fields

log_density_fn: F

Log density function

gradient_fn: G

Gradient function

dim: usize

Dimensionality

Implementations

impl<F, G> CustomDifferentiableTarget<F, G>

pub fn new(dim: usize, log_density_fn: F, gradientfn: G) -> Result<Self>

Create new custom target

Trait Implementations

impl<F, G> DifferentiableTarget for CustomDifferentiableTarget<F, G>

where F: Fn(&Array1<f64>) -> f64 + Send + Sync, G: Fn(&Array1<f64>) -> Array1<f64> + Send + Sync,

fn log_density(&self, x: &Array1<f64>) -> f64

Compute the log probability density

fn gradient(&self, x: &Array1<f64>) -> Array1<f64>

Compute the gradient of the log density

fn dim(&self) -> usize

Get the dimensionality

fn log_density_and_gradient(&self, x: &Array1<f64>) -> (f64, Array1<f64>)

Optional: compute both log density and gradient together for efficiency