/// <summary>
/// Sets this non-conjugate Gaussian distribution to the power of another.
/// </summary>
/// <param name="value">The </param>
/// <param name="exponent"></param>
public void SetToPower(NonconjugateGaussian value, double exponent)
{
MeanTimesPrecision = value.MeanTimesPrecision * exponent;
Precision = value.Precision * exponent;
Shape = (value.Shape - 1) * exponent + 1;
Rate = value.Rate * exponent;
}
/// <summary>
/// Create a uniform non-conjugate Gaussian distribution
/// </summary>
/// <returns></returns>
public static NonconjugateGaussian Uniform()
{
var result = new NonconjugateGaussian();
result.SetToUniform();
return(result);
}
/// <summary>
/// Sets this non-conjugate Gaussian distribution to the ratio of two others.
/// </summary>
/// <param name="numerator">Numerator</param>
/// <param name="denominator">Denominator</param>
/// <param name="forceProper">Ignored</param>
public void SetToRatio(NonconjugateGaussian numerator, NonconjugateGaussian denominator, bool forceProper = false)
{
MeanTimesPrecision = numerator.MeanTimesPrecision - denominator.MeanTimesPrecision;
Precision = numerator.Precision - denominator.Precision;
Shape = (numerator.Shape - 1) - (denominator.Shape - 1) + 1;
Rate = numerator.Rate - denominator.Rate;
}
/// <summary>
/// Product operator
/// </summary>
/// <param name="a"></param>
/// <param name="b"></param>
/// <returns></returns>
public static NonconjugateGaussian operator *(NonconjugateGaussian a, NonconjugateGaussian b)
{
var result = new NonconjugateGaussian();
result.SetToProduct(a, b);
return(result);
}
/// <summary>
/// Sets this non-conjugate Gaussian distribution to the product of two others.
/// </summary>
/// <param name="a"></param>
/// <param name="b"></param>
public void SetToProduct(NonconjugateGaussian a, NonconjugateGaussian b)
{
MeanTimesPrecision = a.MeanTimesPrecision + b.MeanTimesPrecision;
Precision = a.Precision + b.Precision;
Shape = (a.Shape - 1) + (b.Shape - 1) + 1;
Rate = a.Rate + b.Rate;
}
/// <summary>
/// Sets this non-conjugate Gaussian to another non-conjugate Gaussian
/// </summary>
/// <param name="value"></param>
public void SetTo(NonconjugateGaussian value)
{
MeanTimesPrecision = value.MeanTimesPrecision;
Precision = value.Precision;
Shape = value.Shape;
Rate = value.Rate;
}
/// <summary>
/// The maximum difference between the parameters of this distribution and that
/// </summary>
/// <param name="thatd"></param>
/// <returns></returns>
public double MaxDiff(object thatd)
{
if (!(thatd is NonconjugateGaussian))
{
return(Double.PositiveInfinity);
}
NonconjugateGaussian that = (NonconjugateGaussian)thatd;
double diff1 = MMath.AbsDiff(this.MeanTimesPrecision, that.MeanTimesPrecision);
double diff2 = MMath.AbsDiff(this.Precision, that.Precision);
double diff3 = MMath.AbsDiff(this.Shape, that.Shape);
double diff4 = MMath.AbsDiff(this.Rate, that.Rate);
return(Math.Max(Math.Max(diff1, diff2), Math.Max(diff3, diff4)));
}
/// <summary>
/// Copy constructor
/// </summary>
/// <param name="that"></param>
public NonconjugateGaussian(NonconjugateGaussian that)
: this()
{
SetTo(that);
}
public double GetLogAverageOfPower(NonconjugateGaussian that, double power)
{
throw new NotImplementedException();
}
public double GetAverageLog(NonconjugateGaussian that)
{
throw new NotImplementedException();
}
#pragma warning disable 1591
#region SettableToWeightedSum<NonconjugateGaussian> Members
public void SetToSum(double weight1, NonconjugateGaussian value1, double weight2, NonconjugateGaussian value2)
{
throw new NotImplementedException();
}