[Serializable]
[DataContract]
[Quality(QualityBand.Experimental)]
public struct NonconjugateGaussian : IDistribution<double>, IDistribution, ICloneable, SettableToUniform, HasPoint<double>, CanGetLogProb<double>, SettableTo<Gaussian>, SettableTo<NonconjugateGaussian>, SettableToRatio<NonconjugateGaussian>, SettableToRatio<NonconjugateGaussian, NonconjugateGaussian>, SettableToPower<NonconjugateGaussian>, SettableToProduct<NonconjugateGaussian>, SettableToProduct<NonconjugateGaussian, NonconjugateGaussian>, Sampleable<double>, SettableToWeightedSum<NonconjugateGaussian>, CanGetLogAverageOf<NonconjugateGaussian>, CanGetLogAverageOfPower<NonconjugateGaussian>, CanGetAverageLog<NonconjugateGaussian>, CanGetMeanAndVarianceOut<double, double>, Diffable

Constructors

NonconjugateGaussian(Gaussian)

Constructs a non-conjugate Gaussian from a Gaussian

Declaration

public NonconjugateGaussian(Gaussian that)

Parameters

Type	Name	Description
Gaussian	that

NonconjugateGaussian(NonconjugateGaussian)

Copy constructor

Declaration

public NonconjugateGaussian(NonconjugateGaussian that)

Parameters

Type	Name	Description
NonconjugateGaussian	that

NonconjugateGaussian(Double, Double, Double, Double)

Constructs a non-conjugate Gaussian distribution its parameters

Declaration

[Construction(new string[]{"MeanTimesPrecision", "Precision", "Shape", "Rate"})]
public NonconjugateGaussian(double meanTimesPrecision, double precision, double shape, double rate)

Parameters

Type	Name	Description
Double	meanTimesPrecision	Mean times precision for the mean
Double	precision	Precision for the mean
Double	shape	Shape parameter for the variance
Double	rate	Rate parameter for the variance

Fields

MeanTimesPrecision

Mean times precision for the mean

Declaration

[DataMember]
public double MeanTimesPrecision

Field Value

Type	Description
Double

Precision

Precision for the mean

Declaration

[DataMember]
public double Precision

Field Value

Type	Description
Double

Rate

Rate parameter for the variance

Declaration

[DataMember]
public double Rate

Field Value

Type	Description
Double

Shape

Shape parameter for the variance

Declaration

[DataMember]
public double Shape

Field Value

Type	Description
Double

Methods

GetAverageLog(NonconjugateGaussian)

Declaration

public double GetAverageLog(NonconjugateGaussian that)

Parameters

Type	Name	Description
NonconjugateGaussian	that

Returns

Type	Description
Double

GetGaussian()

Convert to the optimal Gaussian

Declaration

public Gaussian GetGaussian()

Returns

Type	Description
Gaussian

GetGaussian(Boolean)

Convert to the optimal Gaussian

Declaration

public Gaussian GetGaussian(bool addEntropy)

Parameters

Type	Name	Description
Boolean	addEntropy	Whether to include an entropy term

Returns

Type	Description
Gaussian

GetLogAverageOf(NonconjugateGaussian)

Declaration

public double GetLogAverageOf(NonconjugateGaussian that)

Parameters

Type	Name	Description
NonconjugateGaussian	that

Returns

Type	Description
Double

GetLogAverageOfPower(NonconjugateGaussian, Double)

Declaration

public double GetLogAverageOfPower(NonconjugateGaussian that, double power)

Parameters

Type	Name	Description
NonconjugateGaussian	that
Double	power

Returns

Type	Description
Double

GetMeanAndVariance(out Double, out Double)

Gets the mean and variance of this distribution

Declaration

public void GetMeanAndVariance(out double mean, out double variance)

Parameters

Type	Name	Description
Double	mean	Output mean
Double	variance	Output variance

IsProper()

Returns true if the distribution is proper

Declaration

public bool IsProper()

Returns

Type	Description
Boolean

IsUniform()

Returns true if distribution is uniform

Declaration

public bool IsUniform()

Returns

Type	Description
Boolean

MaxDiff(Object)

The maximum difference between the parameters of this distribution and that

Declaration

public double MaxDiff(object thatd)

Parameters

Type	Name	Description
Object	thatd

Returns

Type	Description
Double

SetTo(Gaussian)

Sets this non-congugate Gaussian to a Gaussian

Declaration

public void SetTo(Gaussian value)

Parameters

Type	Name	Description
Gaussian	value

SetTo(NonconjugateGaussian)

Sets this non-conjugate Gaussian to another non-conjugate Gaussian

Declaration

public void SetTo(NonconjugateGaussian value)

Parameters

Type	Name	Description
NonconjugateGaussian	value

SetToPower(NonconjugateGaussian, Double)

Sets this non-conjugate Gaussian distribution to the power of another.

Declaration

public void SetToPower(NonconjugateGaussian value, double exponent)

Parameters

Type	Name	Description
NonconjugateGaussian	value	The
Double	exponent

SetToProduct(NonconjugateGaussian, NonconjugateGaussian)

Sets this non-conjugate Gaussian distribution to the product of two others.

Declaration

public void SetToProduct(NonconjugateGaussian a, NonconjugateGaussian b)

Parameters

Type	Name	Description
NonconjugateGaussian	a
NonconjugateGaussian	b

SetToRatio(NonconjugateGaussian, NonconjugateGaussian, Boolean)

Sets this non-conjugate Gaussian distribution to the ratio of two others.

Declaration

public void SetToRatio(NonconjugateGaussian numerator, NonconjugateGaussian denominator, bool forceProper = false)

Parameters

Type	Name	Description
NonconjugateGaussian	numerator	Numerator
NonconjugateGaussian	denominator	Denominator
Boolean	forceProper	Ignored

SetToSum(Double, NonconjugateGaussian, Double, NonconjugateGaussian)

Declaration

public void SetToSum(double weight1, NonconjugateGaussian value1, double weight2, NonconjugateGaussian value2)

Parameters

Type	Name	Description
Double	weight1
NonconjugateGaussian	value1
Double	weight2
NonconjugateGaussian	value2

SetToUniform()

Sets this to a uniform distribution

Declaration

public void SetToUniform()

ToString()

Print details as as string

Declaration

public override string ToString()

Returns

Type	Description
String

Overrides

ValueType.ToString()

Uniform()

Create a uniform non-conjugate Gaussian distribution

Declaration

[Construction(UseWhen = "IsUniform")]
public static NonconjugateGaussian Uniform()

Returns

Type	Description
NonconjugateGaussian

Operators

Multiply(NonconjugateGaussian, NonconjugateGaussian)

Product operator

Declaration

public static NonconjugateGaussian operator *(NonconjugateGaussian a, NonconjugateGaussian b)

Parameters

Type	Name	Description
NonconjugateGaussian	a
NonconjugateGaussian	b

Returns

Type	Description
NonconjugateGaussian

Explicit Interface Implementations

CanGetLogProb<Double>.GetLogProb(Double)

Gets the log probability of the given value

Declaration

double CanGetLogProb<double>.GetLogProb(double value)

Parameters

Type	Name	Description
Double	value

Returns

Type	Description
Double	Not yet implemented

HasPoint<Double>.IsPointMass

Declaration

readonly bool HasPoint<double>.IsPointMass { get; }

Returns

Type	Description
Boolean

HasPoint<Double>.Point

Declaration

double HasPoint<double>.Point { get; set; }

Returns

Type	Description
Double

Sampleable<Double>.Sample()

Samples from a non-conjugate Gaussian distribution

Declaration

double Sampleable<double>.Sample()

Returns

Type	Description
Double	Not yet implemented

Sampleable<Double>.Sample(Double)

Samples from a non-conjugate Gaussian distribution

Declaration

double Sampleable<double>.Sample(double result)

Parameters

Type	Name	Description
Double	result	Where to put the result

Returns

Type	Description
Double

ICloneable.Clone()

Declaration

object ICloneable.Clone()

Returns

Type	Description
Object

Implements

IDistribution<T>

IDistribution

System.ICloneable

SettableToUniform

HasPoint<T>

CanGetLogProb<T>

SettableTo<T>

SettableToRatio<T>

SettableToRatio<T, U>

SettableToPower<T>

SettableToProduct<T>

SettableToProduct<T, U>

Sampleable<T>

SettableToWeightedSum<T>

CanGetLogAverageOf<T>

CanGetLogAverageOfPower<T>

CanGetAverageLog<T>

CanGetMeanAndVarianceOut<MeanType, VarType>

Diffable