SplitGaussianMarginal.h File Reference

Asymmetric split-Gaussian marginal distribution. More...

#include <random>
#include "IMarginalDistribution.h"
#include "Math.h"
#include "AbstractConfig.h"

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Classes
struct	SplitGaussianMarginalCfg
	Configuration object for SplitGaussianMarginal. More...
class	SplitGaussianMarginal
	Piecewise Gaussian marginal with asymmetric widths. More...

Typedefs
using	gsl_rng_sptr = std::unique_ptr< gsl_rng, decltype(&gsl_rng_free)>

Detailed Description

Asymmetric split-Gaussian marginal distribution.

This header defines:

• SplitGaussianMarginalCfg: configuration object,
• SplitGaussianMarginal: asymmetric Gaussian distribution with different widths on each side of the mode.

The split Gaussian is useful to model asymmetric uncertainties, with:

• left width ,
• right width , around a central location .

See also

IMarginalDistribution

Definition in file SplitGaussianMarginal.h.

Typedef Documentation

gsl_rng_sptr

using gsl_rng_sptr = std::unique_ptr<gsl_rng, decltype(&gsl_rng_free)>

Definition at line 27 of file SplitGaussianMarginal.h.