def dcm_symm(countvec, alpha_symm, N=None, single=False):
"""Dirichlet-Compound Multinomial PMF (single path)"""
G = math.lgamma
K = len(countvec)
N = countvec.sum() if N is None else N
A = alpha_symm * K
assert single
log_numseq = 0
return log_numseq + \
-statutil.poch(A,N) + \
statutil.faster_lgamma_sum(countvec, alpha_symm) - K*G(alpha_symm)
def dcm_symm(countvec, alpha_symm, N=None, single=False):
"""Dirichlet-Compound Multinomial PMF (single path)"""
G = math.lgamma
K = len(countvec)
N = countvec.sum() if N is None else N
A = alpha_symm*K
assert single
log_numseq = 0
return log_numseq + \
-statutil.poch(A,N) + \
statutil.faster_lgamma_sum(countvec, alpha_symm) - K*G(alpha_symm)
from __future__ import division import statutil C=np.zeros(10000,dtype=int) C[:50] = 2 A=np.tile(1.0/len(C),len(C)) import scipy.special as sp import scipy.sparse S = scipy.sparse.csr_matrix(C) print sp.gammaln(C+A).sum() print statutil.faster_lgamma_sum(C,A[0]) print statutil.sparse_lgamma_sum(S,A[0]) #In [1]: timeit util.sparse_lgamma_sum(S,A[0]) #10000 loops, best of 3: 23.1 us per loop # #In [2]: timeit util.faster_lgamma_sum(C,A[0]) #10000 loops, best of 3: 23.7 us per loop # #In [3]: timeit sp.gammaln(C+A).sum() #1000 loops, best of 3: 569 us per loop import mcmc print mcmc.dcm_symm(C,A[0], single=True) #Out[8]: -824.251394401741 print mcmc.dcm(C,A, single=True) #Out[9]: -824.25139440437488
from __future__ import division import statutil C = np.zeros(10000, dtype=int) C[:50] = 2 A = np.tile(1.0 / len(C), len(C)) import scipy.special as sp import scipy.sparse S = scipy.sparse.csr_matrix(C) print sp.gammaln(C + A).sum() print statutil.faster_lgamma_sum(C, A[0]) print statutil.sparse_lgamma_sum(S, A[0]) #In [1]: timeit util.sparse_lgamma_sum(S,A[0]) #10000 loops, best of 3: 23.1 us per loop # #In [2]: timeit util.faster_lgamma_sum(C,A[0]) #10000 loops, best of 3: 23.7 us per loop # #In [3]: timeit sp.gammaln(C+A).sum() #1000 loops, best of 3: 569 us per loop import mcmc print mcmc.dcm_symm(C, A[0], single=True) #Out[8]: -824.251394401741 print mcmc.dcm(C, A, single=True) #Out[9]: -824.25139440437488
