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); }
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); }
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)); }