Specify a prior with normally distributed marginals

A specialisation of create_prior() where the parameter space is described by independent normal variables, possibly truncated.

Usage

create_normal_prior(
  mean = 0,
  sd = 1,
  names = "Normal",
  lower = -Inf,
  upper = Inf,
  .n_dim = NULL,
  .name_repair = c("unique", "universal", "check_unique")
)

Arguments

mean

Numeric vector of means.

sd

Numeric vector of standard deviations (must be strictly positive.)

names

An optional character vector. Names for the variables in the prior distribution.

lower, upper

Numeric vector of bounds for a truncated normal distribution.

.n_dim

An optional positive integer. The number of dimensions of the prior distribution.

.name_repair

An optional, case-sensitive string. How to repair names. Options are "unique" (default), "universal", or "check_unique". See vctrs::vec_as_names() for details.

Value

A normal_prior, a subclass of ernest_prior with an efficient implementation of the unit hypercube transformation.

Note

See vctrs::vector_recycling_rules for additional information on how parameters are recycled to a common length.

See also

• create_prior() for more on the ernest_prior object.

• truncnorm::qtruncnorm() for the truncated normal quantile function.

Other special_priors: create_uniform_prior()

Examples

prior <- create_normal_prior(.n_dim = 3)
#> New names:
#> • `Normal` -> `Normal...1`
#> • `Normal` -> `Normal...2`
#> • `Normal` -> `Normal...3`
prior$fn(c(0.25, 0.5, 0.75))
#> [1] -0.6744898  0.0000000  0.6744898