Example #1
0
func (this *IWPosterior) NextCovar() (Sigma *matrix.DenseMatrix) {
	if this.covarSampler == nil {
		this.covarSampler = stat.InverseWishart(this.M+this.S.Count, this.getPsiHat().Arrays())
	}
	Sigma = matrix.MakeDenseMatrixStacked(this.covarSampler())
	return
}
Example #2
0
func (this *IWPosterior) NextPrecision() (Sigma *matrix.DenseMatrix) {
	if this.precSampler == nil {
		psiHatInv, _ := this.getPsiHat().Inverse()
		this.precSampler = stat.Wishart(this.M+this.S.Count, psiHatInv.Arrays())
	}
	Sigma = matrix.MakeDenseMatrixStacked(this.precSampler())
	return
}