ExpFam_param: Parametrization of the canonical ExpFam distribution

In cezden/ExpFamilyLab: Abstraction of the Exponential Families

Description

The class provides a description of the mapping η = f(θ), where η is a canonical parameter.

Usage

ExpFam_param(org.dist, eta.from.theta, theta.from.eta, B.from.theta, B.grad,
  B.hess, theta.in.domain, param.type)

Arguments

org.dist	(object of class ExpFam_dist_canonical) the distribution being parametrized
eta.from.theta	(function) mapping to canonical parameters η(θ)
theta.from.eta	(function) mapping from the canonical parameters θ(η)
B.from.theta	(function) the reparametrized log-normalizer of the distribution, simplified and numerically sound B(θ) = A(η(θ))
B.grad	(function) the gradient of the reparametrized log-normalizer of the distribution, simplified and numerically sound B'(θ) = A'(η(θ)) η'(θ)
B.hess	(function) the Hessian of the reparametrized log-normalizer of the distribution, simplified and numerically sound B''(θ) = A''(η(θ)) (η'(θ))^2 + A'(η(θ)) η''(θ)
theta.in.domain	(function) characteristic function
param.type	(character) the parametrisation "identifier" (e.g. "Bernoulli, mean")

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