Changeset 96 for bdm/stat/libEF.h

Timestamp:

05/09/08 17:25:10 (16 years ago)

Author:

smidl

Message:

changes in EF - introduction of the lognc() function

Files:

• bdm/stat/libEF.h (modified) (6 diffs)

bdm/stat/libEF.h

@@ -37 +37 @@
 
 class eEF : public epdf {
-
 public:
 //      eEF() :epdf() {};
         //! default constructor
         eEF ( const RV &rv ) :epdf ( rv ) {};
+        //! logarithm of the normalizing constant, \f$\mathcal{I}\f$ 
+        virtual double lognc()const =0;
         //!TODO decide if it is really needed
         virtual void tupdate ( double phi, mat &vbar, double nubar ) {};
@@ -92 +93 @@
         double eval ( const vec &val ) const ;
         double evalpdflog ( const vec &val ) const;
+        double lognc () const;
         vec mean() const {return mu;}
 
@@ -106 +108 @@
         //! access method
         mat getR () {return R.to_mat();}
+};
+
+/*!
+* \brief Gauss-inverse-Wishart density stored in LD form
+
+* More?...
+*/
+class egiw : public eEF {
+protected:
+        //! Extended information matrix of sufficient statistics
+        ldmat V;
+        //! Number of data records (degrees of freedom) of sufficient statistics
+        double nu;
+public:
+        //!Default constructor
+        egiw(RV rv, mat V0, double nu0): eEF(rv), V(V0), nu(nu0) {
+                it_assert_debug(rv.count()==V.rows(),"Incompatible V0.");
+        }
+
+        vec sample() const;
+        vec mean() const;
+        double evalpdflog ( const vec &val ) const;
+        double lognc () const;
+
+        //Access
+        //! returns a pointer to the internal statistics. Use with Care!
+        ldmat& _V() {return V;}
+        //! returns a pointer to the internal statistics. Use with Care!
+        double& _nu() {return nu;}
+
 };
 
@@ -132 +164 @@
         mat sample ( int N ) const;
         double evalpdflog ( const vec &val ) const;
+        double lognc () const;
         //! Returns poiter to alpha and beta. Potentially dengerous: use with care!
         void _param ( vec* &a, vec* &b ) {a=αb=β};
@@ -255 +288 @@
 class mgamma_fix : public mgamma {
 protected:
+        //! parameter l
         double l;
+        //! reference vector
         vec refl;
 public:
@@ -367 +402 @@
 double enorm<sq_T>::evalpdflog ( const vec &val ) const {
         // 1.83787706640935 = log(2pi)
-        return -0.5* ( R.cols() * 1.83787706640935 +R.logdet() +R.invqform ( mu-val ) );
-};
-
+        return  -0.5* (  +R.invqform ( mu-val ) ) - lognc();
+};
+
+template<class sq_T>
+inline double enorm<sq_T>::lognc () const {
+        // 1.83787706640935 = log(2pi)
+        return -0.5* ( R.cols() * 1.83787706640935 +R.logdet());
+};
 
 template<class sq_T>