/// <summary> /// Gets the log-integral of the product of this Wishart with another Wishart /// </summary> /// <param name="that">The other Wishart</param> /// <returns>The log inner product</returns> public double GetLogAverageOf(Wishart that) { if (IsPointMass) { return(that.GetLogProb(Point)); } else if (that.IsPointMass) { return(GetLogProb(that.Point)); } else { Wishart product = this * that; //if (!product.IsProper()) throw new ArgumentException("The product is improper."); return(product.GetLogNormalizer() - this.GetLogNormalizer() - that.GetLogNormalizer()); } }
/// <summary> /// Get the integral of this distribution times another distribution raised to a power. /// </summary> /// <param name="that"></param> /// <param name="power"></param> /// <returns></returns> public double GetLogAverageOfPower(Wishart that, double power) { if (IsPointMass) { return(power * that.GetLogProb(Point)); } else if (that.IsPointMass) { if (power < 0) { throw new DivideByZeroException("The exponent is negative and the distribution is a point mass"); } return(this.GetLogProb(that.Point)); } else { var product = this * (that ^ power); return(product.GetLogNormalizer() - this.GetLogNormalizer() - power * that.GetLogNormalizer()); } }