com.analog.lyric.chimple.monkeys.ChimpBeta.java Source code

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Here is the source code for com.analog.lyric.chimple.monkeys.ChimpBeta.java

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/*******************************************************************************
*   Copyright 2013 Analog Devices Inc.
*
*   Licensed under the Apache License, Version 2.0 (the "License");
*   you may not use this file except in compliance with the License.
*   You may obtain a copy of the License at
*
*       http://www.apache.org/licenses/LICENSE-2.0
*
*   Unless required by applicable law or agreed to in writing, software
*   distributed under the License is distributed on an "AS IS" BASIS,
*   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
*   See the License for the specific language governing permissions and
*   limitations under the License.
********************************************************************************/

package com.analog.lyric.chimple.monkeys;

import com.analog.lyric.chimple.MonkeyHandler;

import org.apache.commons.math.special.Gamma;

public class ChimpBeta extends MonkeyBase {

    public ChimpBeta(MonkeyHandler handler) {
        super(handler);
    }

    @Override
    public Object generate(Object[] parameters) {

        double alpha = (Double) parameters[0];
        double beta = (Double) parameters[1];

        double[] tmp = getRandom().nextDirichlet(new double[] { alpha, beta });
        return tmp[0];
    }

    @Override
    public double calculateLogLikelihood(Object result, Object[] parameters) {
        /*
         *     alphas=[alpha beta];
        value=[value 1-value];
        %fast computation without normalization
        %result=-sum((alphas-1).*log(value));
            
        %exact computation, but the constant term should hopefully be useless
            
        result=sum(gammaln(alphas))-gammaln(sum(alphas))-sum((alphas-1).*log(value));
            
         */
        double value = (Double) result;
        double alpha = (Double) parameters[0];
        double beta = (Double) parameters[1];

        //double alphaBetaSum = alpha+beta;

        double retval = Gamma.logGamma(alpha);
        retval += Gamma.logGamma(beta);
        retval -= Gamma.logGamma(alpha + beta);
        retval -= (alpha - 1) * Math.log(value);
        retval -= (beta - 1) * Math.log(1 - value);

        return retval;
    }

    @Override
    public RegeneratorPair regenerate(Object oldVal, Object[] parameters) {
        double sigma = (Double) parameters[2];
        double hastings = 0;
        double value = Math.min(Math.max((Double) oldVal + sigma * getRandom().nextGaussian(), 0), 1);
        return new RegeneratorPair(value, hastings);
    }

}