Class CauchyPrior

Cauchy prior: P(theta) = Σ log(1 + ((theta_i - loc)/scale)²).

Hierarchy (View Summary)

Prior
- CauchyPrior

Index

Constructors

Properties

Methods

Constructors

constructor

new CauchyPrior(loc?: number, scale?: number): CauchyPrior
Parameters
- loc: number = 0
- scale: number = 1
Returns CauchyPrior
Overrides Prior.constructor
- Defined in rank/priors.ts:86

Properties

`Readonly`loc

loc: number

`Readonly`scale

scale: number

Methods

penalty

penalty(theta: readonly number[]): number
Evaluate the prior penalty P(theta) (added to a negative log-likelihood).
Parameters
- theta: readonly number[]
Returns number
Overrides Prior.penalty
- Defined in rank/priors.ts:95