public double logPdf(double x) {
if (x < 0) return Double.NEGATIVE_INFINITY;
double r = -1 * (mean * mean) / (mean - stdev * stdev);
double p = mean / (stdev * stdev);
return Math.log(Math.pow(1 - p, x))
+ Math.log(Math.pow(p, r))
+ GammaFunction.lnGamma(r + x)
- GammaFunction.lnGamma(r)
- GammaFunction.lnGamma(x + 1);
}
private void computeNormalizationConstant() {
logNormalizationConstant = 0;
try {
logNormalizationConstant = df / 2.0 * Math.log(new Matrix(scaleMatrix).determinant());
} catch (IllegalDimension illegalDimension) {
illegalDimension.printStackTrace();
}
logNormalizationConstant -= df * dim / 2.0 * Math.log(2);
logNormalizationConstant -= dim * (dim - 1) / 4.0 * Math.log(Math.PI);
for (int i = 1; i <= dim; i++) {
logNormalizationConstant -= GammaFunction.lnGamma((df + 1 - i) / 2.0);
}
}
public double getLogLik2Group(int group1, int group2) {
double L = 0.0;
int ngroup1 = 0;
for (int i = 0; i < assignments.getDimension(); i++) {
if ((int) assignments.getParameterValue(i) == group1) {
ngroup1++;
}
}
int ngroup2 = 0;
for (int i = 0; i < assignments.getDimension(); i++) {
if ((int) assignments.getParameterValue(i) == group2) {
ngroup2++;
}
}
int ngroup = (ngroup1 + ngroup2);
if (ngroup != 0) {
double[][] group = new double[ngroup][2];
double mean[] = new double[2];
int count = 0;
for (int i = 0; i < assignments.getDimension(); i++) {
if ((int) assignments.getParameterValue(i) == group1) {
group[count][0] = modelLikelihood.getData()[i][0];
group[count][1] = modelLikelihood.getData()[i][1];
mean[0] += group[count][0];
mean[1] += group[count][1];
count += 1;
}
}
for (int i = 0; i < assignments.getDimension(); i++) {
if ((int) assignments.getParameterValue(i) == group2) {
group[count][0] = modelLikelihood.getData()[i][0];
group[count][1] = modelLikelihood.getData()[i][1];
mean[0] += group[count][0];
mean[1] += group[count][1];
count += 1;
}
}
mean[0] /= ngroup;
mean[1] /= ngroup;
double kn = k0 + ngroup;
double vn = v0 + ngroup;
double[][] sumdif = new double[2][2];
for (int i = 0; i < ngroup; i++) {
sumdif[0][0] += (group[i][0] - mean[0]) * (group[i][0] - mean[0]);
sumdif[0][1] += (group[i][0] - mean[0]) * (group[i][1] - mean[1]);
sumdif[1][0] += (group[i][0] - mean[0]) * (group[i][1] - mean[1]);
sumdif[1][1] += (group[i][1] - mean[1]) * (group[i][1] - mean[1]);
}
double[][] TnInv = new double[2][2];
TnInv[0][0] =
T0Inv[0][0] + ngroup * (k0 / kn) * (mean[0] - m[0]) * (mean[0] - m[0]) + sumdif[0][0];
TnInv[0][1] =
T0Inv[0][1] + ngroup * (k0 / kn) * (mean[1] - m[1]) * (mean[0] - m[0]) + sumdif[0][1];
TnInv[1][0] =
T0Inv[1][0] + ngroup * (k0 / kn) * (mean[0] - m[0]) * (mean[1] - m[1]) + sumdif[1][0];
TnInv[1][1] =
T0Inv[1][1] + ngroup * (k0 / kn) * (mean[1] - m[1]) * (mean[1] - m[1]) + sumdif[1][1];
double logDetTn = -Math.log(TnInv[0][0] * TnInv[1][1] - TnInv[0][1] * TnInv[1][0]);
L += -(ngroup) * Math.log(Math.PI);
L += Math.log(k0) - Math.log(kn);
L += (vn / 2) * logDetTn - (v0 / 2) * logDetT0;
L += GammaFunction.lnGamma(vn / 2) + GammaFunction.lnGamma((vn / 2) - 0.5);
L += -GammaFunction.lnGamma(v0 / 2) - GammaFunction.lnGamma((v0 / 2) - 0.5);
}
return L;
}
