public double Sample()
{
if (IsPointMass)
{
return(Point);
}
else
{
return(Sample(Gaussian.GetMean(), Gaussian.Precision, LowerBound, UpperBound));
}
}
/// <summary>
/// The maximum difference between the parameters of this Gaussian
/// and that Gaussian
/// </summary>
/// <param name="thatd">That Gaussian</param>
/// <returns>The maximum difference</returns>
/// <remarks><c>a.MaxDiff(b) == b.MaxDiff(a)</c></remarks>
public double MaxDiff(object thatd)
{
if (!(thatd is Gaussian))
{
return(Double.PositiveInfinity);
}
Gaussian that = (Gaussian)thatd;
#if true
double diff1 = MMath.AbsDiff(MeanTimesPrecision, that.MeanTimesPrecision);
double diff2 = MMath.AbsDiff(Precision, that.Precision);
#else
double diff1 = Math.Abs(GetMean() - that.GetMean());
double diff2 = Math.Abs(Math.Sqrt(GetVariance()) - Math.Sqrt(that.GetVariance()));
#endif
return(Math.Max(diff1, diff2));
}
/// <summary>
/// Sets the parameters to represent the ratio of two Gaussians, forcing the precision to be non-negative.
/// </summary>
/// <param name="numerator">The numerator Gaussian</param>
/// <param name="denominator">The denominator Gaussian</param>
/// <remarks>
/// The result is always proper. Multiplying the result and <paramref name="denominator"/> will always give the same mean
/// as <paramref name="numerator"/>, but the variance may be smaller than <paramref name="numerator"/>.
/// </remarks>
public void SetToRatioProper(Gaussian numerator, Gaussian denominator)
{
if (numerator.IsPointMass)
{
if (denominator.IsPointMass)
{
if (numerator.Point.Equals(denominator.Point))
{
SetToUniform();
}
else
{
throw new DivideByZeroException();
}
}
else
{
Point = numerator.Point;
}
}
else if (denominator.IsPointMass)
{
throw new DivideByZeroException();
}
else
{
Precision = numerator.Precision - denominator.Precision;
if (Precision < 0)
{
Precision = 0;
MeanTimesPrecision = numerator.GetMean() * denominator.Precision - denominator.MeanTimesPrecision;
}
else
{
MeanTimesPrecision = numerator.MeanTimesPrecision - denominator.MeanTimesPrecision;
}
}
}
