IMarginalDistribution.h File Reference

Interface for one-dimensional marginal probability distributions. More...

#include <gsl/gsl_randist.h>
#include <gsl/gsl_cdf.h>
#include <gsl/gsl_rng.h>

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Classes
struct	PDFDiff
struct	IMarginalDistribution
	Abstract interface for scalar marginal distributions. More...

Detailed Description

Interface for one-dimensional marginal probability distributions.

This header defines IMarginalDistribution, a minimal runtime-polymorphic interface used by the statistical module to manipulate scalar probability distributions in a uniform way.

Implementations are expected to provide:

• random sampling,
• log-density evaluation,
• cumulative distribution function,
• inverse cumulative distribution function (quantile / PPF),
• first two moments.

Typical implementations include:

• Gaussian marginals,
• flat/uniform marginals,
• asymmetric split-Gaussian marginals,
• discrete likelihood-based marginals.

See also

GaussianMarginal

FlatMarginal

SplitGaussianMarginal

LikelihoodMarginal

Definition in file IMarginalDistribution.h.