Nothing
#' SDE prior function.
#'
#' Evaluates the SDE prior given data, parameter, and hyperparameter values.
#'
#' @param model An `sde.model` object.
#' @param theta A vector or matrix of parameters with `nparams` columns.
#' @param x A vector or matrix of data with `ndims` columns.
#' @param hyper The hyperparameters of the SDE prior. See Details.
#'
#' @return A vector of log-prior densities evaluated at the inputs.
#'
#' @details The prior is constructed at the `C++` level by defining a function (i.e., public member)
#' ```
#' double logPrior(double *theta, double *x)
#' ```
#' within the `sdePrior` class. At the `R` level, the `hyper.check` argument of [sde.make.model()] is a function with arguments `hyper`, `param.names`, `data.names` used to convert `hyper` into a list of `NULL` or double-vectors which get passed on to the `C++` code. This function can also be used to throw `R`-level errors to protect the `C++` code from invalid inputs, as is done for the default prior in [mvn.hyper.check()]. For a full example see the "Custom Prior" section in `vignette("msde-quicktut")`.
#' @example examples/sde.prior.R
#' @export
sde.prior <- function(model, theta, x, hyper) {
if(class(model) != "sde.model") {
stop("model must be an sde.model object.")
}
# initialize
param.names <- model$param.names
data.names <- model$data.names
x <- .format.data(x, data.names, type = "matrix")
theta <- .format.params(theta, param.names)
# check singles and compatible x and theta
nreps <- c(ncol(x), ncol(theta))
single.x <- nreps[1] == 1
single.theta <- nreps[2] == 1
if(!is.valid.nreps(nreps)) {
stop("x and theta have incompatible dimensions.")
}
nreps <- max(nreps)
# format hyperparameters
phi <- model$hyper.check(hyper = hyper,
param.names = param.names, data.names = data.names)
# C++ format check (is phi a list with vector-double elements)
if(!is.valid.hyper(phi)) {
stop("model$hyper.check must convert hyper to a list with NULL or numeric-vector elements.")
}
# compute
ans <- model$cobj$Prior(thetaIn = as.double(theta),
xIn = as.double(x),
singleTheta = as.logical(single.theta),
singleX = as.logical(single.x),
nReps = as.integer(nreps),
phiIn = phi)
ans
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.