/* covariance matrix is linearized */
double ighmm_rand_binormal_density(const double *x, double *mean, double *cov)
{
# define CUR_PROC "ighmm_rand_binormal_density"
double rho;
#ifndef DO_WITH_GSL
double numerator,part1,part2,part3;
#endif
if (cov[0] <= 0.0 || cov[2 + 1] <= 0.0) {
GHMM_LOG(LCONVERTED, "variance <= 0.0 not allowed\n");
goto STOP;
}
rho = cov[1] / ( sqrt (cov[0]) * sqrt (cov[2 + 1]) );
/* The denominator is possibly < EPS??? Check that ? */
#ifdef DO_WITH_GSL
/* double gsl_ran_bivariate_gaussian_pdf (double x, double y, double sigma_x,
double sigma_y, double rho) */
return gsl_ran_bivariate_gaussian_pdf (x[0], x[1], sqrt (cov[0]),
sqrt (cov[2 + 1]), rho);
#else
part1 = (x[0] - mean[0]) / sqrt (cov[0]);
part2 = (x[1] - mean[1]) / sqrt (cov[2 + 1]);
part3 = m_sqr (part1) - 2 * part1 * part2 + m_sqr (part2);
numerator = exp ( -1 * (part3) / ( 2 * (1 - m_sqr(rho)) ) );
return (numerator / ( 2 * PI * sqrt(1 - m_sqr(rho)) ));
#endif
STOP:
return (-1.0);
# undef CUR_PROC
} /* double ighmm_rand_binormal_density */
/*============================================================================*/
double ighmm_rand_normal_density (double x, double mean, double u)
{
# define CUR_PROC "ighmm_rand_normal_density"
#ifndef DO_WITH_GSL
double expo;
#endif
if (u <= 0.0) {
GHMM_LOG(LCONVERTED, "u <= 0.0 not allowed\n");
goto STOP;
}
/* The denominator is possibly < EPS??? Check that ? */
#ifdef DO_WITH_GSL
/* double gsl_ran_gaussian_pdf (double x, double sigma) */
return gsl_ran_gaussian_pdf (x - mean, sqrt (u));
#else
expo = exp (-1 * m_sqr (mean - x) / (2 * u));
return (1 / (sqrt (2 * PI * u)) * expo);
#endif
STOP:
return (-1.0);
# undef CUR_PROC
} /* double ighmm_rand_normal_density */
double mag(vec v)
{
return sqrt(m_sqr(v.x) + m_sqr(v.y) + m_sqr(v.z) + m_sqr(v.w));
}