/// <summary>
/// Quadrature nodes for Gamma expectations
/// </summary>
/// <param name="precision">'precision' message</param>
/// <param name="nodes">Place to put the nodes</param>
/// <param name="weights">Place to put the weights</param>
public static void QuadratureNodesAndWeights(Gamma precision, double[] nodes, double[] weights)
{
#if KeepLastMessage
if (LastPrecisionMessage != null) {
Gamma PrecisionPosterior = precision * LastPrecisionMessage;
Quadrature.GammaNodesAndWeights(PrecisionPosterior.Precision, PrecisionPosterior.PrecisionOverMean, nodes, weights);
// modify the weights to include q(prec)/Ga(prec;a,b)
for (int i = 0; i < weights.Length; i++) {
weights[i] *= Math.Exp(precision.EvaluateLn(nodes[i]) - Gamma.EvaluateLn(nodes[i], PrecisionPosterior.Precision, PrecisionPosterior.PrecisionOverMean));
}
return;
}
#endif
Quadrature.GammaNodesAndWeights(precision.Shape - 1, precision.Rate, nodes, weights);
}
