bf.dist.lkj_cholesky: LKJ Cholesky Distribution

In BayesForge: Bayesian Inference using 'numpyro' and 'XLA'

LKJ Cholesky Distribution

Description

The LKJ (Leonard-Kjærgaard-Jørgensen) Cholesky distribution is a family of distributions on symmetric matrices, often used as a prior for the Cholesky decomposition of a symmetric matrix. It is particularly useful in Bayesian inference for models with covariance structure.

Usage

bf.dist.lkj_cholesky(
  dimension,
  concentration = 1,
  sample_method = "onion",
  validate_args = py_none(),
  name = "x",
  obs = py_none(),
  mask = py_none(),
  sample = FALSE,
  seed = py_none(),
  shape = c(),
  event = 0,
  create_obj = FALSE,
  to_jax = TRUE
)

Arguments

dimension	Numeric for the dimensions of the LKJ Cholesky matrix.
concentration	Numeric. A parameter controlling the concentration of the distribution around the identity matrix. Higher values indicate greater concentration. Must be greater than 1.
sample_method	onion
validate_args	Logical: Whether to validate parameter values. Defaults to 'reticulate::py_none()'.
name	A character string representing the name of the random variable within a model. This is used to uniquely identify the variable. Defaults to 'x'.
obs	A numeric vector or array of observed values. If provided, the random variable is conditioned on these values. If 'NULL', the variable is treated as a latent (unobserved) variable. Defaults to 'NULL'.
mask	Logical vector; Optional boolean array to mask observations.
sample	A logical value that controls the function's behavior. If 'TRUE', the function will directly draw samples from the distribution. If 'FALSE', it will create a random variable within a model. Defaults to 'FALSE'.
seed	An integer used to set the random seed for reproducibility when ‘sample = TRUE'. This argument has no effect when 'sample = FALSE', as randomness is handled by the model’s inference engine. Defaults to 0.
shape	Numeric vector; A multi-purpose argument for shaping. When sample=FALSE (model building), is used with ‘.expand(shape)' to set the distribution’s batch shape. When sample=TRUE (direct sampling), this is used as 'sample_shape' to draw a raw JAX array of the given shape.
event	Numeric; The number of batch dimensions to reinterpret as event dimensions (used in model building).
create_obj	Logical; If TRUE, returns the raw BI distribution object instead of creating a sample site. This is essential for building complex distributions like 'MixtureSameFamily'.
to_jax	Boolean. Indicates whether to return a JAX array or not.

Value

- When sample=FALSE: A BI LKJ Cholesky distribution object (for model building).

- When sample=TRUE: A JAX array of samples drawn from the LKJ Cholesky distribution (for direct sampling).

- When create_obj=TRUE: The raw BI distribution object (for advanced use cases).

Examples

library(BayesForge)
m <- importBF(platform='cpu')
bf.dist.lkj_cholesky(dimension = 2, concentration = 1., sample = TRUE)

BayesForge documentation built on June 9, 2026, 1:09 a.m.