def calc_marginal_logp(N, sum_sin_x, sum_cos_x, k, a, b, scale, shape):
assert N >= 0
assert a > 0
assert 0 <= b and b <= 2 * math.pi
assert k >= 0
an, bn = cc_vonmises_uc.posterior_update_parameters(
N, sum_sin_x, sum_cos_x, a, b, k)
Z0 = cc_vonmises_uc.calc_log_Z(a)
ZN = cc_vonmises_uc.calc_log_Z(an)
lp = -(float(N)) * (LOG2PI + utils.log_bessel_0(k)) + ZN - Z0
return lp + cc_vonmises_uc.calc_k_log_prior(k, scale, shape)
def calc_marginal_logp(N, sum_sin_x, sum_cos_x, k, a, b, scale, shape):
assert N >= 0
assert a > 0
assert 0 <= b and b <= 2*math.pi
assert k >= 0
an, bn = cc_vonmises_uc.posterior_update_parameters(
N, sum_sin_x, sum_cos_x, a, b, k)
Z0 = cc_vonmises_uc.calc_log_Z(a)
ZN = cc_vonmises_uc.calc_log_Z(an)
lp = -(float(N))*(LOG2PI + utils.log_bessel_0(k)) + ZN-Z0
return lp + cc_vonmises_uc.calc_k_log_prior(k, scale, shape)
def calc_marginal_logp(N, sum_sin_x, sum_cos_x, a, b, k):
assert N >= 0
assert a > 0
assert 0 <= b and b <= 2*math.pi
assert k > 0
an, bn = cc_vonmises.posterior_update_parameters(
N, sum_sin_x, sum_cos_x, a, b, k)
Z0 = cc_vonmises.calc_log_Z(a)
ZN = cc_vonmises.calc_log_Z(an)
lp = -(float(N))*(LOG2PI + utils.log_bessel_0(k)) + ZN-Z0
if numpy.isnan(lp) or numpy.isinf(lp):
pdb.set_trace()
return lp
def calc_predictive_logp(x, N, sum_sin_x, sum_cos_x, a, b, k):
assert 0 <= x and x <= 2 * math.pi
assert N >= 0
assert a > 0
assert 0 <= b and b <= 2 * math.pi
assert k >= 0
if x < 0 or x > math.pi * 2.0:
return 0.0
an, bn = cc_vonmises_uc.posterior_update_parameters(
N, sum_sin_x, sum_cos_x, a, b, k)
am, bm = cc_vonmises_uc.posterior_update_parameters(
N + 1.0, sum_sin_x + sin(x), sum_cos_x + cos(x), a, b, k)
ZN = cc_vonmises_uc.calc_log_Z(an)
ZM = cc_vonmises_uc.calc_log_Z(am)
lp = -LOG2PI - utils.log_bessel_0(k) + ZM - ZN
return lp
def calc_predictive_logp(x, N, sum_sin_x, sum_cos_x, a, b, k):
assert 0 <= x and x <= 2*math.pi
assert N >= 0
assert a > 0
assert 0 <= b and b <= 2*math.pi
assert k >= 0
if x < 0 or x > math.pi*2.0:
return 0.0
an, bn = cc_vonmises_uc.posterior_update_parameters(
N, sum_sin_x, sum_cos_x, a, b, k)
am, bm = cc_vonmises_uc.posterior_update_parameters(
N+1.0, sum_sin_x+sin(x), sum_cos_x+cos(x), a, b, k)
ZN = cc_vonmises_uc.calc_log_Z(an)
ZM = cc_vonmises_uc.calc_log_Z(am)
lp = -LOG2PI - utils.log_bessel_0(k) + ZM - ZN
return lp
def calc_log_Z(a):
assert a > 0
return utils.log_bessel_0(a)
def calc_log_Z(a):
assert a > 0
return utils.log_bessel_0(a)
