ExpFam_dist_reparam: Exponential Family Reparametrization

In cezden/ExpFamilyLab: Abstraction of the Exponential Families

Description

The class describing 1-1 mapping of the parameters of the exponential family, consisting of:

• the mapping and inverse mapping,

• gradients,

• Hessians,

• domains characteristic functions

All components are assumed to be vectorisable, when dimension > 1 the mapped points are assumed to be passed as rows of the matrix.

Usage

ExpFam_dist_reparam(y.from.x, x.from.y, y.grad, x.grad, y.hess, x.hess,
  x.in.domain, y.in.domain)

Arguments

y.from.x	(function) y = f(x)
x.from.y	(function) x = f^-1(y) = finv(y)
y.grad	(function) f'(x)
x.grad	(function) finv'(y)
y.hess	(function) f”(x)
x.hess	(function) finv”(y)
x.in.domain	(function)
y.in.domain	(function) returns TRUE iff all

cezden/ExpFamilyLab documentation built on May 13, 2019, 3:07 p.m.