def CreateAsPrior(cls, argDict, Data): ''' Creates Gaussian-Wishart prior for params that generate Data. Returns GaussWishDistr object with same dimension as Data. Provided argDict specifies prior's expected covariance matrix and expected mean ''' D = Data.dim m = np.zeros(D) dF = np.maximum( argDict['dF'], D+2) kappa = argDict['kappa'] ECovMat = WishartDistr.createECovMatFromUserInput(argDict, Data) invW = ECovMat * (dF - D - 1) return cls(dF=dF, kappa=kappa, m=m, invW=invW)
def CreateAsPrior(cls, argDict, Data): """ Creates Gaussian-Wishart prior for params that generate Data. Returns GaussWishDistr object with same dimension as Data. Provided argDict specifies prior's expected covariance matrix and expected mean """ D = Data.dim m = np.zeros(D) dF = np.maximum(argDict["dF"], D + 2) kappa = argDict["kappa"] ECovMat = WishartDistr.createECovMatFromUserInput(argDict, Data) invW = ECovMat * (dF - D - 1) return cls(dF=dF, kappa=kappa, m=m, invW=invW)
def logWishNormConst(self): return WishartDistr.calc_log_norm_const(self.logdetW(), self.dF, self.D)