/// <summary>
/// Generates a sample from the <c>NormalGamma</c> distribution.
/// </summary>
/// <param name="rnd">The random number generator to use.</param>
/// <param name="meanLocation">The location of the mean.</param>
/// <param name="meanScale">The scale of the mean.</param>
/// <param name="precisionShape">The shape of the precision.</param>
/// <param name="precisionInverseScale">The inverse scale of the precision.</param>
/// <returns>a sample from the distribution.</returns>
public static MeanPrecisionPair Sample(Random rnd, double meanLocation, double meanScale, double precisionShape, double precisionInverseScale)
{
if (Control.CheckDistributionParameters && !IsValidParameterSet(meanLocation, meanScale, precisionShape, precisionInverseScale))
{
throw new ArgumentOutOfRangeException(Resources.InvalidDistributionParameters);
}
var mp = new MeanPrecisionPair();
// Sample the precision.
mp.Precision = Double.IsPositiveInfinity(precisionInverseScale) ? precisionShape : Gamma.Sample(rnd, precisionShape, precisionInverseScale);
// Sample the mean.
mp.Mean = meanScale == 0.0 ? meanLocation : Normal.Sample(rnd, meanLocation, Math.Sqrt(1.0 / (meanScale * mp.Precision)));
return(mp);
}
/// <summary>
/// Generates a sequence of samples from the NormalGamma distribution
/// </summary>
/// <param name="rnd">The random number generator to use.</param>
/// <param name="meanLocation">The location of the mean.</param>
/// <param name="meanScale">The scale of the mean.</param>
/// <param name="precisionShape">The shape of the precision.</param>
/// <param name="precisionInvScale">The inverse scale of the precision.</param>
/// <returns>a sequence of samples from the distribution.</returns>
public static IEnumerable <MeanPrecisionPair> Samples(System.Random rnd, double meanLocation, double meanScale, double precisionShape, double precisionInvScale)
{
if (Control.CheckDistributionParameters && !IsValidParameterSet(meanLocation, meanScale, precisionShape, precisionInvScale))
{
throw new ArgumentException(Resources.InvalidDistributionParameters);
}
while (true)
{
var mp = new MeanPrecisionPair();
// Sample the precision.
mp.Precision = double.IsPositiveInfinity(precisionInvScale) ? precisionShape : Gamma.Sample(rnd, precisionShape, precisionInvScale);
// Sample the mean.
mp.Mean = meanScale == 0.0 ? meanLocation : Normal.Sample(rnd, meanLocation, System.Math.Sqrt(1.0 / (meanScale * mp.Precision)));
yield return(mp);
}
}
/// <summary>
/// Evaluates the log probability density function for a NormalGamma distribution.
/// </summary>
/// <param name="mp">The mean/precision pair of the distribution</param>
/// <returns>The log of the density value</returns>
public double DensityLn(MeanPrecisionPair mp)
{
return(DensityLn(mp.Mean, mp.Precision));
}
