/*
logp += Math.log(Psi.det())*m*0.5;
logp -= Math.log(PsiHat.det())*(m+n)*0.5;
logp += GammaF.logGammaPRatio(p, m+n, m);
logp -= 0.5*n*p*Math.log(Math.PI);
*/
func (this *IWPosterior) LogP() (ll float64) {
if this.logP == 0 && this.S.Count != 0 {
n := this.S.Count
this.logP += math.Log(this.Psi.Det()) * float64(this.M) * 0.5
this.logP -= math.Log(this.getPsiHat().Det()) * float64(this.M+n) * 0.5
this.logP += stat.LnΓpRatio(this.Psi.Rows(), float64(this.M+n), float64(this.M))
this.logP -= 0.5 * float64(n) * float64(this.Psi.Rows()) * math.Log(math.Pi)
}
return this.logP
}
func (this *IWPosterior) InsertLogRatio(x *matrix.DenseMatrix) (lr float64) {
/*
Matrix PsiHatPrime = Psi.plus(scatter.getPretendScatter(x));
int p = Psi.getColumnDimension();
double ll = 0;
ll -= 0.5*p*Math.log(Math.PI);
ll += Math.log(PsiHat.det())*(m+n)/2;
ll -= Math.log(PsiHatPrime.det())*(m+n+1)/2;
ll += GammaF.logGammaPRatio(p, m+n+1, m+n);
*/
//fmt.Printf("+IWPosterior.InsertLogRatio\n")
//defer fmt.Printf("-IWPosterior.InsertLogRatio\n")
insertScatter := this.S.Copy()
insertScatter.Insert(x)
psiHatPrime, _ := this.Psi.PlusDense(insertScatter.S)
p := this.Psi.Rows()
lr -= 0.5 * float64(p) * math.Log(math.Pi)
//println(lr)
n := this.S.Count
psiHatDet := this.getPsiHat().Det()
//fmt.Printf("psiHat = \n%v\n", this.getPsiHat())
//fmt.Printf("psiHatDet = %f\n", psiHatDet)
lr += math.Log(psiHatDet) * float64(this.M+n) / 2
//println(lr)
psiHatPrimeDet := psiHatPrime.Det()
//fmt.Printf("psiHatPrime = \n%v\n", psiHatPrime)
//fmt.Printf("psiHatPrimeDet = %f\n", psiHatPrimeDet)
lr -= math.Log(psiHatPrimeDet) * float64(this.M+n+1) / 2
//println(lr)
lr += stat.LnΓpRatio(p, float64(this.M+n+1), float64(this.M+n))
//println(lr)
return
}