Exemplo n.º 1
0
void bi::cov(const GammaPdf& q, M1 Sigma) {
  /* pre-condition */
  BI_ASSERT(Sigma.size1() == q.size());
  BI_ASSERT(Sigma.size2() == q.size());

  real alpha = q.shape();
  real beta = q.scale();
  real sigma = alpha*std::pow(beta, 2);

  Sigma.clear();
  set_elements(diagonal(Sigma), sigma);
}
Exemplo n.º 2
0
void bi::cov(const InverseGammaPdf& q, M1 Sigma) {
  /* pre-condition */
  BI_ASSERT(Sigma.size1() == q.size());
  BI_ASSERT(Sigma.size2() == q.size());
  BI_ASSERT(q.shape() > 2.0);

  real alpha = q.shape();
  real beta = q.scale();
  real sigma = std::pow(beta, 2)/(std::pow(alpha - 1.0, 2)*(alpha - 2.0));

  Sigma.clear();
  set_elements(diagonal(Sigma), sigma);
}
Exemplo n.º 3
0
void bi::cov(const UniformPdf<V1>& q, M1 Sigma) {
  /* pre-condition */
  BI_ASSERT(Sigma.size1() == q.size());
  BI_ASSERT(Sigma.size2() == q.size());

  temp_host_vector<real>::type diff(q.size());
  diff = q.upper();
  sub_elements(diff, q.lower(), diff);
  sq_elements(diff, diff);

  Sigma.clear();
  axpy(1.0/12.0, diff, diagonal(Sigma));
}