CMP++: Uncertainty Quantification & Bayesian Calibration
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cmp::prior::Uniform Class Reference

Represents an improper flat (uniform) prior. More...

#include <prior++.h>

Inheritance diagram for cmp::prior::Uniform:
Collaboration diagram for cmp::prior::Uniform:

Public Member Functions

 Uniform (const Uniform &)=default
 
 Uniform (Uniform &&)=default
 
Uniformoperator= (const Uniform &)=default
 
Uniformoperator= (Uniform &&)=default
 
 Uniform ()=default
 
double eval (const Eigen::VectorXd &par) const
 
double evalGradient (const Eigen::VectorXd &par, const size_t &i) const
 
double evalHessian (const Eigen::VectorXd &par, const size_t &i, const size_t &j) const
 
- Public Member Functions inherited from cmp::prior::Prior
virtual ~Prior ()=default
 

Static Public Member Functions

static std::shared_ptr< Priormake ()
 

Detailed Description

Represents an improper flat (uniform) prior.

Mathematical Formulation A uniform prior assumes constant probability density:

\[ p(\theta) \propto 1 \implies \log p(\theta) = C \]

For convenience, the constant \( C \) is set to 0. All derivatives are zero:

\[ \nabla_i \log p(\theta) = 0 \]

\[ \mathcal{H}_{ij} \log p(\theta) = 0 \]

Implementation Algorithm Returns constant 0.0 for all evaluation, gradient, and Hessian queries.

Constructor & Destructor Documentation

◆ Uniform() [1/3]

cmp::prior::Uniform::Uniform ( const Uniform )
default

◆ Uniform() [2/3]

cmp::prior::Uniform::Uniform ( Uniform &&  )
default

◆ Uniform() [3/3]

cmp::prior::Uniform::Uniform ( )
default

Member Function Documentation

◆ eval()

double cmp::prior::Uniform::eval ( const Eigen::VectorXd &  par) const
inlinevirtual

Implements cmp::prior::Prior.

◆ evalGradient()

double cmp::prior::Uniform::evalGradient ( const Eigen::VectorXd &  par,
const size_t &  i 
) const
inlinevirtual

Implements cmp::prior::Prior.

◆ evalHessian()

double cmp::prior::Uniform::evalHessian ( const Eigen::VectorXd &  par,
const size_t &  i,
const size_t &  j 
) const
inlinevirtual

Implements cmp::prior::Prior.

◆ make()

static std::shared_ptr< Prior > cmp::prior::Uniform::make ( )
inlinestatic

◆ operator=() [1/2]

Uniform & cmp::prior::Uniform::operator= ( const Uniform )
default

◆ operator=() [2/2]

Uniform & cmp::prior::Uniform::operator= ( Uniform &&  )
default

The documentation for this class was generated from the following file: