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LaplacePrior = class LaplacePrior(Prior) |
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LaplacePrior(center=0.0, scale=1.0, limits=None, circular=False, prior=None)
Laplace prior distribution.
Pr( x ) = 1 / ( 2 s ) exp( - |x - c| / s )
By default: c = center = 0.0 and s = scale = 1.
It can also have a limited domain.
By default the domain is [-Inf,+Inf].
In computational practice the domain is limited to about [-36,36] scale units
Equivalent to a double-sided exponential prior
domain2unit: u = 0.5 * exp( ( d - c ) / scale ) if d < c
1.0 - 0.5 * exp( ( c - d ) / scale ) otherwise
unit2domain: d = c + log( 2 * u ) * scale if u < 0.5
c - log( 2 * ( 1 - u ) ) * scale otherwise
Examples
--------
>>> pr = LaplacePrior() # center=0, scale=1
>>> pr = LaplacePrior( center=1.0, scale=0.5 )
>>> pr = LaplacePrior( limits=[0,None] ) # limites to values >= 0
>>> pr = LaplacePrior( center=1, circular=3 ) # circular between 0.5 and 2.5
Attributes
----------
center : float
center of the Laplace prior
scale : float
scale of the Laplace prior
Attributes from Prior
--------------------=
lowLimit, highLimit, deltaP, _lowDomain, _highDomain
lowLimit and highLimit cannot be used in this implementation.
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- Method resolution order:
- LaplacePrior
- Prior
- builtins.object
Constructor:
- LaplacePrior( center=0.0, scale=1.0, limits=None, circular=False, prior=None )
- Constructor.
Parameters
----------
center : float
of the prior
scale : float
of the prior
limits : None or list of 2 float/None
None : no limits.
2 limits, resp low and high
circular : bool or float
bool : y|n circular with period from limits[0] to limits[1]
float :period of circularity
prior : LaplacePrior
prior to copy (with new scale if applicable)
Methods defined here:
- copy()
- Return a copy
- domain2Unit( dval )
- Return a value in [0,1] given a value within the valid domain of
a parameter for a Laplace distribution.
domain2unit: u = 0.5 * exp( ( d - c ) / s ) if d < c else
1.0 - 0.5 * exp( ( c - d ) / s )
Parameters
----------
dval : float
value within the domain of a parameter
- isBound()
- Return true if the integral over the prior is bound.
- logResult( x )
- Return a the log of the result of the distribution function to p.
Parameters
----------
x : float
value within the domain of a parameter
- partialLog( x )
- Return partial derivative of log( Prior ) wrt parameter.
Parameters
----------
x : float
the value
- result( x )
- Return a the result of the distribution function at x.
Parameters
----------
x : float
value within the domain of a parameter
- shortName()
- unit2Domain( uval )
- Return a value within the valid domain of the parameter given a value
between [0,1] for a Laplace distribution.
unit2domain: d = c + log( 2 * u ) * scale if u < 0.5 else
c - log( 2 * ( 1 - u ) ) * scale;
Parameters
----------
uval : float
value within [0,1]
Methods inherited from Prior:
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