Package csb :: Package statistics :: Module scalemixture

Module scalemixture

Approximation of a distribution as a mixture of gaussians with a zero mean but different sigmas

Classes
	ARSPosteriorAlpha This class represents the posterior distribution of the alpha parameter of the Gamma and Inverse Gamma prior, and allows sampling using adaptive rejection sampling ARS.
	GammaPosteriorMAP
	GammaPosteriorSampler
	GammaPrior Gamma prior on mixture weights including a weak gamma prior on its parameter.
	GammaScaleMAP MAP estimator of the scales
	GammaScaleSampler Sample the scalies given the data
	InvGammaPosteriorMAP
	InvGammaPosteriorSampler
	InvGammaPrior Inverse Gamma prior on mixture weights including a weak gamma prior on its parameter.
	InvGammaScaleMAP MAP estimator of the scales
	InvGammaScaleSampler Sample the scales given the data
	ScaleMixture Robust probabilistic superposition and comparison of protein structures Martin Mechelke and Michael Habeck
	ScaleMixturePrior Prior on the scales of a ScaleMixture, which determines how the scales are estimated.
	ScaleMixturePriorEstimator Prior on the scales of a ScaleMixture, which determines how the scales are estimated.

Functions

inv_digamma_minus_log(y, tol=1e-10, n_iter=100)
Solve y = psi(alpha) - log(alpha) for alpha by fixed point integration.

source code