public override double[] GetPriorProbabilities(OptimizationParameterList discreteParameters)
{
const double eps = 0.0001;
double[] priors = new double[NonMissingClassCount];
try
{
EigenPair eig = LinearAlgebra.ComputeSparseEigenPair(LinearAlgebra.Transpose(GetTransitionProbabilityMatrix(discreteParameters, 1)));
ComplexNumber[] eigenValues = eig.EigenValues;
for (int i = 0; i < 4; i++)
{
if (ComplexNumber.ApproxEqual(eigenValues[i], 1, eps))
{
priors = LinearAlgebra.Abs(LinearAlgebra.ComplexToDouble(LinearAlgebra.Transpose(eig.EigenVectors)[i]));
break;
}
}
priors = LinearAlgebra.Normalize(priors);
}
catch (Exception e)
{
throw new NotComputableException("Problem computing the prior: " + e.Message);
}
return(priors);
}
