Density

class cuqi.density.Density(name=None)

Abstract base class for densities.

Exposes a unified interface for evaluating the log density depending on the parameters of the density. Common subclasses are Distribution and Likelihood.

Parameters:

name (str) – Name of the random variable associated with the density.

Notes

Subclasses must implement the following:

• _logd(self, *args, **kwargs). Returns the log density given a set of parameters.

• _condition(self, *args, **kwargs). This method conditions (fixes) the density on a given set of parameters.

• dim. The dimension of the density.

• get_parameter_names(self). Returns a list of the names of the parameters of the density.

__init__(name=None)

Methods

__init__([name])
disable_FD()	Disable finite difference approximation for logd gradient.
enable_FD([epsilon])	Enable finite difference approximation for logd gradient.
get_parameter_names()	Returns the names of the parameters that the density can be evaluated at or conditioned on.
gradient(*args, **kwargs)	Returns the gradient of the log density at x.
logd(*args, **kwargs)	Evaluates the un-normalized log density function given a set of parameters.

Attributes

FD_enabled	Returns True if finite difference approximation of the logd gradient is enabled.
FD_epsilon	Spacing for the finite difference approximation of the logd gradient.
dim
name	Name of the random variable associated with the density.