class gpr::PriorT

Overview

Student-t prior. More…

#include <PriorT.h>
 
class PriorT: public gpr::PriorBase {
public:
    // construction
 
    PriorT();
    virtual ~PriorT();
 
    // methods
 
    virtual double calculateLogPrior(const FieldMatrixd& x);
    virtual FieldMatrixd calculateLogPriorGradient(const FieldMatrixd& x);
};

Inherited Members

public:
    // methods
 
    virtual double calculateLogPrior(const FieldMatrixd&);
    virtual FieldMatrixd calculateLogPriorGradient(const FieldMatrixd& x);
    void clear();
    double getMu() const;
    double getS2() const;
    double getNu() const;
    void setMu(const double value);
    void setS2(const double value);
    void setNu(const double value);
    void setParameters(const PriorBase& other);

Detailed Documentation

Student-t prior.

Creates Student’s t-distribution prior in which the named parameters have the specified values. Any unspecified parameters are set to default values.

The parameterization is as in Gelman, Carlin, Stern, Dunson, Vehtari, and Rubin (2013). Bayesian Data Analysis, third edition.