View source: R/two_sided_truncated_distribution.R
| bf.dist.two_sided_truncated_distribution | R Documentation |
A "two-sided truncated distribution" is a general concept: you take a base continuous distribution and **restrict it** to an interval (['low', 'high']), discarding all mass outside, then **renormalize** so the inner portion integrates to 1. I'll spell out the general formulas, caveats, sampling strategies, and special cases (e.g. truncated normal) to illustrate.
bf.dist.two_sided_truncated_distribution(
base_dist,
low = 0,
high = 1,
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
)
base_dist |
The base distribution to truncate. |
low |
The lower bound for truncation. |
high |
The upper bound for truncation. |
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 |
A logical vector 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 |
A numeric vector. When ‘sample=False' (model building), this 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 |
Integer representing 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. Defaults to 'FALSE'. |
to_jax |
Boolean. Indicates whether to return a JAX array or not. |
- When sample=FALSE, a BI Two-Sided Truncated distribution object (for model building).
- When sample=TRUE, a JAX array of samples drawn from the Two-Sided Truncated distribution (for direct sampling).
- When create_obj=TRUE, the raw BI distribution object (for advanced use cases).
https://num.pyro.ai/en/stable/distributions.html#twosidedtruncateddistribution
library(BayesForge)
m=importBF(platform='cpu')
bf.dist.two_sided_truncated_distribution(
base_dist = bf.dist.normal(0,1, create_obj = TRUE),
high = 0.5, low = 0.1, sample = TRUE)
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