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MultivariateNormalHMC

scirs2_stats::mcmc

Struct MultivariateNormalHMC 

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pub struct MultivariateNormalHMC {
    pub mean: Array1<f64>,
    pub precision: Array2<f64>,
    pub log_norm_const: f64,
}
Expand description

Multivariate normal target with gradient

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§mean: Array1<f64>

Mean vector

§precision: Array2<f64>

Precision matrix

§log_norm_const: f64

Log normalizing constant

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impl MultivariateNormalHMC

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pub fn new(mean: Array1<f64>, covariance: Array2<f64>) -> Result<Self>

Create new multivariate normal target

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impl Clone for MultivariateNormalHMC

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fn clone(&self) -> MultivariateNormalHMC

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for MultivariateNormalHMC

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

Formats the value using the given formatter. Read more
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impl DifferentiableTarget for MultivariateNormalHMC

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

Compute the log probability density
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fn gradient(&self, x: &Array1<f64>) -> Array1<f64>

Compute the gradient of the log density
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fn dim(&self) -> usize

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

Optional: compute both log density and gradient together for efficiency

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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