Posterior-draw functions · phit

Numerical kernels for posterior draws. See Posterior draws for shapes, tolerances, and failure behavior.

Kernels

Weighted mean and covariance of posterior draws.

Weights are normalized internally. normalization: 'unbiased' treats them as reliability weights, never frequency counts.
A singular covariance is a valid result.
Rows are draws and columns are parameters. Row order is kept; no row is dropped and no intercept is added.
null, NAN, INF, and nonnumeric elements are rejected.

Phit\draws_moments(    array $draws,    ?array $weights = NULL,    string $normalization = 'population',): array

Parameter	Type	Default	Description
`$draws`	`array`	required	Draws: one row per draw and one column per parameter
`$weights`	`?array`	`NULL`	Nonnegative weights, one per draw, normalized internally; `null` weights draws equally
`$normalization`	`string`	`'population'`	`'population'` or `'unbiased'` (reliability weights)

Returns array{mean: list<float>, covariance: list<list<float>>}

Errors Exception: a code from 1001 to 1005 for an input or numerical error.

See also Details

Matrix A with A · source · Aᵀ = target, from Cholesky factors and triangular solves.

Both covariances must be finite, symmetric, positive definite, and of equal size. Failure throws; there is no regularization.
null, NAN, INF, and nonnumeric elements are rejected.

Phit\draws_covariance_map(    array $sourceCovariance,    array $targetCovariance,): array

Parameter	Type	Default	Description
`$sourceCovariance`	`array`	required	Symmetric positive-definite covariance of the source draws
`$targetCovariance`	`array`	required	Symmetric positive-definite target covariance, of the same size

Returns array{matrix: list<list<float>>, log_abs_det: float}

Errors Exception: a code from 1001 to 1005 for an input or numerical error.

See also Details

Applies y = A·x + b to every draw: Y = X·Aᵀ + b.

matrix must be square and invertible. Also returns log |det(A)|.
Rows are draws and columns are parameters. Row order is kept; no row is dropped and no intercept is added.
null, NAN, INF, and nonnumeric elements are rejected.

Phit\draws_affine(    array $draws,    array $matrix,    array $shift,): array

Parameter	Type	Default	Description
`$draws`	`array`	required	Draws: one row per draw and one column per parameter
`$matrix`	`array`	required	Square invertible matrix A
`$shift`	`array`	required	Shift b, one value per parameter

Returns array{draws: list<list<float>>, log_abs_det: float}

Errors Exception: a code from 1001 to 1005 for an input or numerical error.

See also Details