def pdf(self, x):
from sympy import eye
if isinstance(x, list):
x = ImmutableMatrix(x)
if not isinstance(x, (MatrixBase, MatrixSymbol)):
raise ValueError("%s should be an isinstance of Matrix "
"or MatrixSymbol" % str(x))
nu, M, Omega, Sigma = self.nu, self.location_matrix, self.scale_matrix_1, self.scale_matrix_2
n, p = M.shape
K = multigamma((nu + n + p - 1)/2, p) * Determinant(Omega)**(-n/2) * Determinant(Sigma)**(-p/2) \
/ ((pi)**(n*p/2) * multigamma((nu + p - 1)/2, p))
return K * (Determinant(eye(n) + Inverse(Sigma)*(x - M)*Inverse(Omega)*Transpose(x - M))) \
**(-(nu + n + p -1)/2)
def pdf(self, x):
alpha , beta , scale_matrix = self.alpha, self.beta, self.scale_matrix
p = scale_matrix.shape[0]
if isinstance(x, list):
x = ImmutableMatrix(x)
if not isinstance(x, (MatrixBase, MatrixSymbol)):
raise ValueError("%s should be an isinstance of Matrix "
"or MatrixSymbol" % str(x))
sigma_inv_x = - Inverse(scale_matrix)*x / beta
term1 = exp(Trace(sigma_inv_x))/((beta**(p*alpha)) * multigamma(alpha, p))
term2 = (Determinant(scale_matrix))**(-alpha)
term3 = (Determinant(x))**(alpha - S(p + 1)/2)
return term1 * term2 * term3
def pdf(self, x):
n, scale_matrix = self.n, self.scale_matrix
p = scale_matrix.shape[0]
if isinstance(x, list):
x = ImmutableMatrix(x)
if not isinstance(x, (MatrixBase, MatrixSymbol)):
raise ValueError("%s should be an isinstance of Matrix "
"or MatrixSymbol" % str(x))
sigma_inv_x = - Inverse(scale_matrix)*x / S(2)
term1 = exp(Trace(sigma_inv_x))/((2**(p*n/S(2))) * multigamma(n/S(2), p))
term2 = (Determinant(scale_matrix))**(-n/S(2))
term3 = (Determinant(x))**(S(n - p - 1)/2)
return term1 * term2 * term3
def test_multigamma():
from sympy import Product
p = Symbol('p')
_k = Dummy('_k')
assert multigamma(x, p).dummy_eq(pi**(p*(p - 1)/4)*\
Product(gamma(x + (1 - _k)/2), (_k, 1, p)))
assert conjugate(multigamma(x, p)).dummy_eq(pi**((conjugate(p) - 1)*\
conjugate(p)/4)*Product(gamma(conjugate(x) + (1-conjugate(_k))/2), (_k, 1, p)))
assert conjugate(multigamma(x, 1)) == gamma(conjugate(x))
p = Symbol('p', positive=True)
assert conjugate(multigamma(x, p)).dummy_eq(pi**((p - 1)*p/4)*\
Product(gamma(conjugate(x) + (1-conjugate(_k))/2), (_k, 1, p)))
assert multigamma(nan, 1) is nan
assert multigamma(oo, 1).doit() is oo
assert multigamma(1, 1) == 1
assert multigamma(2, 1) == 1
assert multigamma(3, 1) == 2
assert multigamma(102, 1) == factorial(101)
assert multigamma(S.Half, 1) == sqrt(pi)
assert multigamma(1, 2) == pi
assert multigamma(2, 2) == pi / 2
assert multigamma(1, 3) is zoo
assert multigamma(2, 3) == pi**2 / 2
assert multigamma(3, 3) == 3 * pi**2 / 2
assert multigamma(x, 1).diff(x) == gamma(x) * polygamma(0, x)
assert multigamma(x, 2).diff(x) == sqrt(pi)*gamma(x)*gamma(x - S.Half)*\
polygamma(0, x) + sqrt(pi)*gamma(x)*gamma(x - S.Half)*polygamma(0, x - S.Half)
assert multigamma(x - 1, 1).expand(func=True) == gamma(x) / (x - 1)
assert multigamma(x + 2, 1).expand(func=True, mul=False) == x*(x + 1)*\
gamma(x)
assert multigamma(x - 1, 2).expand(func=True) == sqrt(pi)*gamma(x)*\
gamma(x + S.Half)/(x**3 - 3*x**2 + x*Rational(11, 4) - Rational(3, 4))
assert multigamma(x - 1, 3).expand(func=True) == pi**Rational(3, 2)*gamma(x)**2*\
gamma(x + S.Half)/(x**5 - 6*x**4 + 55*x**3/4 - 15*x**2 + x*Rational(31, 4) - Rational(3, 2))
assert multigamma(n, 1).rewrite(factorial) == factorial(n - 1)
assert multigamma(n, 2).rewrite(factorial) == sqrt(pi)*\
factorial(n - Rational(3, 2))*factorial(n - 1)
assert multigamma(n, 3).rewrite(factorial) == pi**Rational(3, 2)*\
factorial(n - 2)*factorial(n - Rational(3, 2))*factorial(n - 1)
assert multigamma(Rational(-1, 2), 3, evaluate=False).is_real == False
assert multigamma(S.Half, 3, evaluate=False).is_real == False
assert multigamma(0, 1, evaluate=False).is_real == False
assert multigamma(1, 3, evaluate=False).is_real == False
assert multigamma(-1.0, 3, evaluate=False).is_real == False
assert multigamma(0.7, 3, evaluate=False).is_real == True
assert multigamma(3, 3, evaluate=False).is_real == True
