HHRESULT CGaussianMDP::sample_s2
(
double &s2,
double *phi,
double m,
int sizephi,
double w,
double W
)
{
double p1 = (double)sizephi/2.0 + w;
double p2,s;
int i;
HHRESULT hr = HH_OK;
s=0.0;
for(i=0; i<sizephi; i++)
{
s += (phi[i]-m)*(phi[i]-m);
}
p2 = (s/2.0 + W);
s2 = 1.0/ rgamma2(p1,p2);
return hr;
}
HHRESULT CGaussianMDP::sample_alpha
(
double par1,
double par2,
int n,
int k,
double &alpha
)
{
double b,odds,prob;
int ind;
HHRESULT hr = HH_OK;
b = rbeta(alpha+1,n);
odds = (par1+k-1)/(n*(par2-log(b)));
prob = odds/(odds+1);
ind = (int)rbinom(1,prob);
alpha = ind * rgamma2(par1+k, (par2-log(b))) +
(1-ind) * rgamma2(par1+k-1, (par2-log(b)));
return hr;
}
double rgamma(double alpha, double beta)
/*
* Generates from a general gamma(alpha,beta) distribution
*/
{
double random;
if (alpha < 1)
do {
random = rgamma1(alpha)/beta;
} while (random < 0 );
if (alpha == 1)
random = rexp(1)/beta;
if (alpha > 1)
do {
random = rgamma2(alpha)/beta;
} while (random < 0);
return random;
}
