/// <include file='FactorDocs.xml' path='factor_docs/message_op_class[@name="GammaRatioOp_Laplace"]/message_doc[@name="AAverageConditional(Gamma, Gamma, Gamma, Gamma)"]/*'/>
public static Gamma AAverageConditional(Gamma ratio, Gamma A, [SkipIfUniform] Gamma B, Gamma q)
{
if (ratio.IsPointMass)
{
return(GammaRatioOp.AAverageConditional(ratio.Point, B));
}
if (B.IsPointMass)
{
return(GammaRatioOp.AAverageConditional(ratio, B.Point));
}
if (A.IsPointMass)
{
throw new NotImplementedException();
}
double aMean, aVariance;
double x = q.GetMean();
double x2 = x * x;
double p = 1 / (ratio.Rate + A.Rate * x);
double p2 = p * p;
double shape2 = GammaFromShapeAndRateOp_Slow.AddShapesMinus1(ratio.Shape, A.Shape);
// aMean = shape2/(y_r/b + a_r)
// aVariance = E[shape2*(shape2+1)/(y_r/b + a_r)^2] - aMean^2 = var(shape2/(y_r/b + a_r)) + E[shape2/(y_r/b + a_r)^2]
// = shape2^2*var(1/(y_r/b + a_r)) + shape2*(var(1/(y_r/b + a_r)) + (aMean/shape2)^2)
double[] g = new double[] { x *p, ratio.Rate *p2, -2 *p2 *p *ratio.Rate *A.Rate, 6 *p2 *p2 *ratio.Rate *A.Rate *A.Rate };
double pMean, pVariance;
GaussianOp_Laplace.LaplaceMoments(q, g, dlogfs(x, ratio, A), out pMean, out pVariance);
aMean = shape2 * pMean;
aVariance = shape2 * shape2 * pVariance + shape2 * (pVariance + pMean * pMean);
Gamma aMarginal = Gamma.FromMeanAndVariance(aMean, aVariance);
Gamma result = new Gamma();
result.SetToRatio(aMarginal, A, GammaProductOp_Laplace.ForceProper);
if (double.IsNaN(result.Shape) || double.IsNaN(result.Rate))
{
throw new InferRuntimeException("result is nan");
}
return(result);
}
/// <include file='FactorDocs.xml' path='factor_docs/message_op_class[@name="GammaRatioVmpOp"]/message_doc[@name="AAverageLogarithm(double, double)"]/*'/>
public static Gamma AAverageLogarithm(double ratio, double B)
{
return(GammaRatioOp.AAverageConditional(ratio, B));
}
/// <include file='FactorDocs.xml' path='factor_docs/message_op_class[@name="GammaRatioVmpOp"]/message_doc[@name="AAverageLogarithm(Gamma, double)"]/*'/>
public static Gamma AAverageLogarithm([SkipIfUniform] Gamma ratio, double B)
{
return(GammaRatioOp.AAverageConditional(ratio, B));
}