Mcmc.Prior

Creation date: Thu Jul 23 13:26:14 2020.

Documentation

type Prior = Log Double

Prior values are stored in log domain.

type PriorFunction a = a -> Prior

Prior function.

noPrior :: PriorFunction a

Flat prior function. Useful for testing and debugging.

Improper priors

largerThan :: LowerBoundary -> PriorFunction Double

Improper uniform prior; strictly larger than a given value.

positive :: PriorFunction Double

Improper uniform prior; strictly larger than zero.

lowerThan :: UpperBoundary -> PriorFunction Double

Improper uniform prior; strictly lower than a given value.

negative :: PriorFunction Double

Improper uniform prior; strictly lower than zero.

Continuous priors

exponential :: Rate -> PriorFunction Double

Exponential distributed prior.

gamma :: Shape -> Scale -> PriorFunction Double

Gamma distributed prior.

gammaMeanVariance :: Mean -> Variance -> PriorFunction Double

See gamma but parametrized using mean and variance.

gammaMeanOne :: Shape -> PriorFunction Double

Gamma disstributed prior with given shape and mean 1.0.

gammaShapeScaleToMeanVariance :: Shape -> Scale -> (Mean, Variance)

Calculate mean and variance of the gamma distribution given the shape and the scale.

gammaMeanVarianceToShapeScale :: Mean -> Variance -> (Shape, Scale)

Calculate shape and scale of the gamma distribution given the mean and the variance.

normal :: Mean -> StandardDeviation -> PriorFunction Double

Normal distributed prior.

uniform :: LowerBoundary -> UpperBoundary -> PriorFunction Double

Uniform prior on [a, b].

Discrete priors

poisson :: Rate -> PriorFunction Int

Poisson distributed prior.

Auxiliary functions

product' :: [Log Double] -> Log Double

Intelligent product that stops when encountering a zero.

Use with care because the elements are checked for positiveness, and this can take some time if the list is long and does not contain any zeroes.