/// <include file='FactorDocs.xml' path='factor_docs/message_op_class[@name="IntegralOp"]/message_doc[@name="UpperBoundAverageConditional(Gaussian, double, Func{double,double}, ITruncatableDistribution{double})"]/*'/>
public static Gaussian UpperBoundAverageConditional(Gaussian integral, double upperBound, Func <double, double> func, ITruncatableDistribution <double> distribution)
{
CanGetLogProb <double> canGetLogProb = (CanGetLogProb <double>)distribution;
double dlogf = integral.MeanTimesPrecision * func(upperBound) * Math.Exp(canGetLogProb.GetLogProb(upperBound));
double ddlogf = 0; // approximation ignoring integral.Precision
return(Gaussian.FromDerivatives(upperBound, dlogf, ddlogf, false));
}
/// <include file='FactorDocs.xml' path='factor_docs/message_op_class[@name="RatioGaussianOp"]/message_doc[@name="ProbabilityAverageConditional(Gaussian, CanGetQuantile{double}, double)"]/*'/>
public static Gaussian ProbabilityAverageConditional(Gaussian quantile, CanGetQuantile <double> canGetQuantile, double probability)
{
// The quantile function is the inverse function of the cdf.
// The derivative of the quantile function is the reciprocal of the pdf.
double x = canGetQuantile.GetQuantile(probability);
CanGetLogProb <double> canGetLogProb = (CanGetLogProb <double>)canGetQuantile;
double dlogp = quantile.MeanTimesPrecision / Math.Exp(canGetLogProb.GetLogProb(x));
double ddlogp = 0; // approximation ignoring quantile.Precision
return(Gaussian.FromDerivatives(probability, dlogp, ddlogp, false));
}
/// <include file='FactorDocs.xml' path='factor_docs/message_op_class[@name="ProbBetweenOp"]/message_doc[@name="LowerBoundAverageConditional(Gaussian, CanGetProbLessThan{double}, double)"]/*'/>
public static Gaussian LowerBoundAverageConditional(Gaussian probBetween, CanGetProbLessThan <double> canGetProbLessThan, double lowerBound)
{
CanGetLogProb <double> canGetLogProb = (CanGetLogProb <double>)canGetProbLessThan;
// factor is N(ProbBetween(left, right); m, v)
// logp = -(m - ProbBetween(left, right))^2/(2v)
// dlogp = (m - ProbBetween(left, right))/v * dProbBetween(left, right)
// dProbBetween(left, right)/dleft = -p(left)
// ddlogp = (m - ProbBetween(left, right))/v * ddProbBetween(left, right) - dProbBetween(left, right)/v * dProbBetween(left, right)
// (m - ProbBetween(left, right))/v -> m/v
double dlogp = -Math.Exp(canGetLogProb.GetLogProb(lowerBound)) * probBetween.MeanTimesPrecision;
double ddlogp = 0; // approximation ignoring probBetween.Precision
return(Gaussian.FromDerivatives(lowerBound, dlogp, ddlogp, false));
}
/// <include file='FactorDocs.xml' path='factor_docs/message_op_class[@name="ProbBetweenOp"]/message_doc[@name="UpperBoundAverageConditional(Gaussian, CanGetProbLessThan{double}, Gaussian)"]/*'/>
public static Gaussian UpperBoundAverageConditional(Gaussian probBetween, CanGetProbLessThan <double> canGetProbLessThan, [RequiredArgument] Gaussian upperBound)
{
CanGetLogProb <double> canGetLogProb = (CanGetLogProb <double>)canGetProbLessThan;
// factor is N(ProbBetween(left, right); m, v)
if (upperBound.IsPointMass)
{
// logp = -(m - ProbBetween(left, right))^2/(2v)
// dlogp = (m - ProbBetween(left, right))/v * dProbBetween(left, right)
// dProbBetween(left, right)/dright = p(right)
// ddlogp = (m - ProbBetween(left, right))/v * ddProbBetween(left, right) - dProbBetween(left, right)/v * dProbBetween(left, right)
double dlogp = Math.Exp(canGetLogProb.GetLogProb(upperBound.Point)) * probBetween.MeanTimesPrecision;
double ddlogp = 0; // approximation ignoring probBetween.Precision
return(Gaussian.FromDerivatives(upperBound.Point, dlogp, ddlogp, false));
}
else
{
throw new NotSupportedException();
}
}
