private static double[] LognormalLpdf(double x, double[] weights, double[] mus, double[] sigmas)
{
double[] ret = new double[weights.Length];
for (int i = 0; i < ret.Length; i++)
{
double sigma = Math.Max(sigmas[i], eps);
double z = sigma * x * Math.Sqrt(2 * Math.PI);
double e = 0.5 * ArrayMath.Square((Math.Log(x) - mus[i]) / sigma);
ret[i] = -e - Math.Log(z) + Math.Log(weights[i]);
}
return(ret);
}
private static double[] NormalLpdf(double x, double[] weights, double[] mus, double[] sigmas, double pAccept)
{
double[] ret = new double[weights.Length];
for (int i = 0; i < ret.Length; i++)
{
double sigma = Math.Max(sigmas[i], eps);
double dist = x - mus[i];
double mahal = ArrayMath.Square(dist / sigma);
double z = Math.Sqrt(2 * Math.PI) * sigmas[i];
double coef = weights[i] / z / pAccept;
ret[i] = -0.5 * mahal + Math.Log(coef);
}
return(ret);
}