Piecewise Gaussian marginal with asymmetric widths. More...

#include <SplitGaussianMarginal.h>

Inheritance diagram for SplitGaussianMarginal:

Collaboration diagram for SplitGaussianMarginal:

Public Member Functions
	SplitGaussianMarginal (double mu, double sigma_p, double sigma_m, unsigned int seed=std::random_device{}())
	Constructs an asymmetric split-Gaussian marginal.

std::vector< double >	rvs (std::size_t n) override
	Draws random samples from the marginal distribution.

double	logpdf (double x) override
	Evaluates the logarithm of the probability density at `x`.

PDFDiff	f_df_ddf (double x) override

double	cdf (double x) override
	Evaluates the cumulative distribution function at `x`.

double	ppf (double p) override
	Evaluates the quantile function (inverse CDF).

double	mean () override
	Returns the mean of the distribution.

double	std () override
	Returns the standard deviation of the distribution.

Public Member Functions inherited from IMarginalDistribution
virtual	~IMarginalDistribution ()=default

virtual Vector	sample (std::size_t n)=0

virtual	~IMarginalDistribution ()=default
	Virtual destructor for safe polymorphic deletion.

Detailed Description

Piecewise Gaussian marginal with asymmetric widths.

This class represents a split normal / two-piece Gaussian distribution:

for x <= mu, the width is sigma_m,
for x > mu, the width is sigma_p.

The distribution is normalized through:

N : normalization constant,
w : left/right probability split used in the CDF/PPF.

Sampling is currently implemented by inverse transform: a uniform random number is drawn and passed through ppf.

Definition at line 54 of file SplitGaussianMarginal.h.

Constructor & Destructor Documentation

◆ SplitGaussianMarginal()

SplitGaussianMarginal::SplitGaussianMarginal	(	double	mu,
		double	sigma_p,
		double	sigma_m,
		unsigned int	seed = `std::random_device{}()`
	)

explicit

Constructs an asymmetric split-Gaussian marginal.

Parameters

mu	Central value / mode.
sigma_p	Right-side width.
sigma_m	Left-side width.
seed	Seed for the internal RNG.

Definition at line 3 of file SplitGaussianMarginal.cpp.

Member Function Documentation

◆ cdf()

double SplitGaussianMarginal::cdf ( double x )

overridevirtual

Evaluates the cumulative distribution function at x.

Parameters

x	Point at which the CDF is evaluated.

Returns: $P(X \le x)$ .

Implements IMarginalDistribution.

Definition at line 35 of file SplitGaussianMarginal.cpp.

◆ f_df_ddf()

PDFDiff SplitGaussianMarginal::f_df_ddf ( double x )

overridevirtual

Implements IMarginalDistribution.

Definition at line 25 of file SplitGaussianMarginal.cpp.

◆ logpdf()

double SplitGaussianMarginal::logpdf ( double x )

overridevirtual

Evaluates the logarithm of the probability density at x.

For continuous distributions, this is usually $\log f(x)$ . For discrete or sampler-only distributions, the exact semantics depend on the implementation.

Parameters

x	Point at which the log-density is evaluated.

Returns: Natural logarithm of the density (or implementation-defined proxy).

Implements IMarginalDistribution.

Definition at line 19 of file SplitGaussianMarginal.cpp.

◆ mean()

double SplitGaussianMarginal::mean ( )

overridevirtual

Returns the mean of the distribution.

Returns: Distribution mean.

Implements IMarginalDistribution.

Definition at line 55 of file SplitGaussianMarginal.cpp.

◆ ppf()

double SplitGaussianMarginal::ppf ( double p )

overridevirtual

Evaluates the quantile function (inverse CDF).

Parameters

x	Probability in the unit interval.

Returns: Quantile associated with x.

Implements IMarginalDistribution.

Definition at line 43 of file SplitGaussianMarginal.cpp.

◆ rvs()

std::vector< double > SplitGaussianMarginal::rvs ( std::size_t n )

overridevirtual

Draws random samples from the marginal distribution.

Parameters

n	Number of samples to generate.

Returns: std::vector<double> of size n containing iid draws.

Implements IMarginalDistribution.

Definition at line 12 of file SplitGaussianMarginal.cpp.

◆ std()

double SplitGaussianMarginal::std ( )

overridevirtual

Returns the standard deviation of the distribution.

Returns: Distribution standard deviation.

Implements IMarginalDistribution.

Definition at line 59 of file SplitGaussianMarginal.cpp.

The documentation for this class was generated from the following files:

/home/runner/work/Hyperiso/Hyperiso/Hyperiso/Hyperiso/core/src/Statistic/domain/Marginal/SplitGaussianMarginal.h
/home/runner/work/Hyperiso/Hyperiso/Hyperiso/Hyperiso/core/src/Statistic/domain/Marginal/SplitGaussianMarginal.cpp

Public Member Functions

Detailed Description

Constructor & Destructor Documentation

◆ SplitGaussianMarginal()

Member Function Documentation

◆ cdf()

◆ f_df_ddf()

◆ logpdf()

◆ mean()

◆ ppf()

◆ rvs()

◆ std()