density::VECSCALE_t< distribution > Class Template Reference

Apply a vector scale transformation on a density. More...

#include <density.hpp>

Public Member Functions
scalartype	operator() (arraytype x)
	Evaluate the negative log density.

Detailed Description

template<class distribution>
class density::VECSCALE_t< distribution >

Apply a vector scale transformation on a density.

Assume x has density f. Construct the density of y=scale*x where scale is a vector.

Parameters

f_	distribution
scale_	vector

Remarks

To scale the standard deviations of a unit-variance multivariate normal distribution of class UNSTRUCTURED_CORR_t:

vector<Type> Lx(6);                                  
UNSTRUCTURED_CORR_t<Type> nll(Lx);
vector<Type> sds(4);
sds.fill(2.0);                            // Set all standard deviations to 2.0
res = VECSCALE_t(nll,sds)(x);

Another application is to scale the variance of a unit-variance AR(1) process; see AR1_t .

Examples:

mvrw_sparse.cpp.

Definition at line 1019 of file density.hpp.

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

• density.hpp