ExpFam_dist_reparam: Exponential Family Reparametrization

Description Usage Arguments

Description

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

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

Usage

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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.