Package jdistlib.inference

Class Constraints

java.lang.Object

jdistlib.inference.Constraints

public final class Constraints
extends Object

Standard parameter constraints and their Jacobian-aware transforms.

Method Summary

Modifier and Type	Method	Description
static ParameterConstraint	bounded(double lower, double upper)
static ParameterConstraint	boundedVector(double lower, double upper, int dimension)
static ParameterConstraint	choleskyFactorCorrelation(int dimension)	Stan-compatible Cholesky factor of a correlation matrix, stored row-major.
static ParameterConstraint	choleskyFactorCovariance(int rows, int columns)	Stan-compatible lower Cholesky factor of an rows x columns covariance matrix.
static ParameterConstraint	correlationMatrix(int dimension)	Stan-compatible correlation-matrix (LKJ/CPC) transform, stored row-major.
static ParameterConstraint	covarianceMatrix(int dimension)	Stan-compatible covariance-matrix transform, stored row-major.
static ParameterConstraint	lowerBound(double lower, int dimension)
static ParameterConstraint	offsetMultiplier(double offset, double multiplier, int dimension)
static ParameterConstraint	ordered(int dimension)
static ParameterConstraint	positive()
static ParameterConstraint	positiveOrdered(int dimension)
static ParameterConstraint	positiveVector(int dimension)
static ParameterConstraint	real()
static ParameterConstraint	realVector(int dimension)
static ParameterConstraint	repeated(ParameterConstraint element, int repetitions)	Repeats an independent constraint transform, as required for arrays of constrained values.
static ParameterConstraint	simplex(int dimension)
static ParameterConstraint	sumToZero(int dimension)
static ParameterConstraint	unitVector(int dimension)	Stan-compatible unit-vector normalization transform.
static ParameterConstraint	upperBound(double upper, int dimension)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

real

public static ParameterConstraint real()

realVector

public static ParameterConstraint realVector(int dimension)

positive

public static ParameterConstraint positive()

positiveVector

public static ParameterConstraint positiveVector(int dimension)

lowerBound

public static ParameterConstraint lowerBound(double lower,
 int dimension)

upperBound

public static ParameterConstraint upperBound(double upper,
 int dimension)

bounded

public static ParameterConstraint bounded(double lower,
 double upper)

boundedVector

public static ParameterConstraint boundedVector(double lower,
 double upper,
 int dimension)

offsetMultiplier

public static ParameterConstraint offsetMultiplier(double offset,
 double multiplier,
 int dimension)

ordered

public static ParameterConstraint ordered(int dimension)

positiveOrdered

public static ParameterConstraint positiveOrdered(int dimension)

sumToZero

public static ParameterConstraint sumToZero(int dimension)

simplex

public static ParameterConstraint simplex(int dimension)

unitVector

public static ParameterConstraint unitVector(int dimension)

Stan-compatible unit-vector normalization transform.

covarianceMatrix

public static ParameterConstraint covarianceMatrix(int dimension)

Stan-compatible covariance-matrix transform, stored row-major.

correlationMatrix

public static ParameterConstraint correlationMatrix(int dimension)

Stan-compatible correlation-matrix (LKJ/CPC) transform, stored row-major.

choleskyFactorCovariance

public static ParameterConstraint choleskyFactorCovariance(int rows,
 int columns)

Stan-compatible lower Cholesky factor of an rows x columns covariance matrix.

choleskyFactorCorrelation

public static ParameterConstraint choleskyFactorCorrelation(int dimension)

Stan-compatible Cholesky factor of a correlation matrix, stored row-major.

repeated

public static ParameterConstraint repeated(ParameterConstraint element,
 int repetitions)

Repeats an independent constraint transform, as required for arrays of constrained values.