WithGaussianConstraints.h File Reference

Likelihood decorator adding an external Gaussian constraint term. More...

#include "ILikelihood.h"
#include "JointDistribution.h"

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Classes
class	WithGaussianConstraints
	Decorates a likelihood with Gaussian constraints on selected parameters. More...

Detailed Description

Likelihood decorator adding an external Gaussian constraint term.

This header defines WithGaussianConstraints, a lightweight wrapper around an existing likelihood. The wrapper evaluates the base likelihood and adds the negative log-density of a joint constraint distribution applied to a selected subset of the parameter vector.

See also

ILikelihood

JointDistribution

Definition in file WithGaussianConstraints.h.