protected override ConditionalGaussianDistributionParams GetPlainConditionalGaussianDistribution(BranchOrLeaf branchOrLeaf, OptimizationParameterList gaussianParameters)
{
double variance = gaussianParameters["Variance"].Value;
//double alphaTimesVariance = gaussianParameters["AlphaVariance"].Value;
double mean = gaussianParameters["Mean"].Value;
double alpha = gaussianParameters["Alpha"].Value;
double fOfBranchLength = FOfBranchLength(branchOrLeaf.Length, alpha);
//ConditionalGaussianDistributionParams plainConditionalDistribution = ConditionalGaussianDistributionParams.GetInstance();
//double root1MinusAlphaTimesBranchLength = Math.Sqrt(1 - alpha * branchOrLeaf.Length);
double root1MinusFofBranchLength = Math.Sqrt(1 - FOfBranchLength(branchOrLeaf.Length, alpha));
// ax + b, Mean := b
double meanForGaussDistParams = mean * (1.0 - root1MinusFofBranchLength);
//double meanForGausDistParams = mean * (1.0 - root1MinusAlphaTimesBranchLength);
// ax + b = x, LinearCoefficent := a
double linearCoeffForGaussDistParams = root1MinusFofBranchLength;
//double linearCoeffForGausDistParams = root1MinusAlphaTimesBranchLength;
//double varForGausDistParams = alphaTimesVariance * branchOrLeaf.Length;
double varianceForGaussDistParams = fOfBranchLength * variance;
ConditionalGaussianDistributionParams plainConditionalDistribution =
ConditionalGaussianDistributionParams.GetInstance(meanForGaussDistParams, varianceForGaussDistParams, linearCoeffForGaussDistParams);
return(plainConditionalDistribution);
}
protected override ConditionalGaussianDistributionParams GetPlainConditionalGaussianDistribution(BranchOrLeaf branchOrLeaf, OptimizationParameterList gaussianParameters)
{
double variance = gaussianParameters["Variance"].Value;
ConditionalGaussianDistributionParams plainConditionalDistribution =
ConditionalGaussianDistributionParams.GetInstance(0, variance, 1);
return(plainConditionalDistribution);
}
protected override ConditionalGaussianDistributionParams GetPlainConditionalGaussianDistribution(BranchOrLeaf branchOrLeaf, OptimizationParameterList gaussianParameters)
{
// NOTE: For BM, interpret Alpha as AlphaTimesVariance. Alpha is only used to multiply against variance, and searching is easier we we do
// it this way, as otherwise alphaTimesVariance is affected by both alpha and variance when we're searching.
double alphaTimesVariance = gaussianParameters["Alpha"].Value;
//double alpha = gaussianParameters["Alpha"].Value;
//double variance = gaussianParameters["Variance"].Value;
// 0 (const part of mean) ax + b, Mean := b
double mean = 0;
// 1 (ax + b = x), linearCoefficent := a.
double linearCoefficient = 1;
//double conditionalVariance = alpha * variance * branchOrLeaf.Length;
double conditionalVariance = alphaTimesVariance * branchOrLeaf.Length;
ConditionalGaussianDistributionParams plainConditionalDistribution =
ConditionalGaussianDistributionParams.GetInstance(mean, conditionalVariance, linearCoefficient);
return(plainConditionalDistribution);
}
internal ConditionalGaussianDistributionParams AddOffsetToMean(double delta)
{
return(ConditionalGaussianDistributionParams.GetInstance(Mean + delta, Variance, LinearCoefficient));
}
