Continuous univariate prior distributions

ContinuousPrior is a sub-class ofPrior implementinga generic representation of continuous prior distributions over a compactinterval on the real line.

Usage

ContinuousPrior(pdf,support,  order=10,  label=NA_character_,  tighten_support=FALSE,  check_normalization=TRUE)

Arguments

pdf

vectorized univariate PDF function

support

numeric vector of length two with the bounds ofthe compact interval on which the pdf is positive.

order

integer, integration order of the employed Gaussian quadratureintegration rule to evaluate scores. Automatically set tolength(n2_pivots) if
length(n2_pivots) == length(c2_pivots) > 1, otherwise c2 and n2are taken to be constant in stage-two and replicated to match the number ofpivots specified byorder

label

object label (string)

tighten_support

logical indicating if the support should be tightened

check_normalization

logical indicating if it should be checkedthatpdf defines a density.

Slots

pdf

cf. parameter 'pdf'

support

cf. parameter 'support'

pivots

normalized pivots for integration rule (in [-1, 1])the actual pivots are scaled to the support of the prior

weights

weights of of integration rule atpivots forapproximating integrals overdelta

See also

Examples

ContinuousPrior(function(x)2*x,c(0,1))#> ContinuousPrior<[0,1]>