Changeset 634

Timestamp:

09/27/09 00:57:54 (15 years ago)

Author:

smidl

Message:

Dirichlet sampling with unit test

Location:

library

Files:

• bdm/stat/exp_family.h (modified) (2 diffs)
• tests/edirich.cfg (added)
• tests/epdf_test.cpp (modified) (1 diff)

library/bdm/stat/exp_family.h

@@ -297 +297 @@
                 //!@}
 
+                //! using sampling procedure from wikipedia
                 vec sample() const {
-                        bdm_error ("Not implemented");
-                        return vec();
+                        vec y(beta.length());
+                        for (int i=0; i<beta.length(); i++){
+                                GamRNG.setup(beta(i),1);
+                                y(i)=GamRNG.sample();
+                        }
+                        return y/sum(y);
                 }
 
                 vec mean() const {return beta / sum (beta);};
-                vec variance() const {double gamma = sum (beta); return elem_mult (beta, (beta + 1)) / (gamma* (gamma + 1));}
+                vec variance() const {double gamma = sum (beta); return elem_mult (beta, (gamma-beta)) / (gamma*gamma* (gamma + 1));}
                 //! In this instance, val is ...
                 double evallog_nn (const vec &val) const {
@@ -321 +326 @@
                 //!access function
                 vec& _beta()  {return beta;}
-                //!Set internal parameters
-};
+                /*! configuration structure 
+                \code 
+                class = 'eDirich';    
+                beta  = [];           //parametr beta
+                \endcode
+                */
+                void from_setting(const Setting &set){
+                        epdf::from_setting(set);
+                        UI::get(beta,set, "beta", UI::compulsory);
+                        validate();
+                }
+                void validate() {
+                        //check rv
+                        dim = beta.length();
+                }
+};
+UIREGISTER(eDirich);
 
 //! \brief Estimator for Multinomial density

library/tests/epdf_test.cpp

@@ -75 +75 @@
         CHECK_CLOSE ( observed, actual, 0.1 );
 }
+
+TEST(test_dirich){
+        epdf_harness::test_config ( "edirich.cfg" );
+}