com.analog.lyric.dimple.factorfunctions.InverseGamma.java Source code

Introduction

Here is the source code for com.analog.lyric.dimple.factorfunctions.InverseGamma.java

Source

/*******************************************************************************
*   Copyright 2012 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.dimple.factorfunctions;

import java.util.Map;

import org.eclipse.jdt.annotation.Nullable;

import com.analog.lyric.dimple.exceptions.DimpleException;
import com.analog.lyric.dimple.factorfunctions.core.FactorFunctionUtilities;
import com.analog.lyric.dimple.factorfunctions.core.IParametricFactorFunction;
import com.analog.lyric.dimple.factorfunctions.core.UnaryFactorFunction;
import com.analog.lyric.dimple.model.values.Value;

/**
 * Inverse Gamma distribution. The variables in the argument list are ordered as follows:
 * <p>
 * <ol>
 * <li>Alpha: Alpha parameter of the Inverse Gamma distribution (non-negative)
 * <li>Beta: Beta parameter of the Inverse Gamma distribution (non-negative)
 * <li>... an arbitrary number of real variables
 * </ol>
 * Alpha and Beta parameters may optionally be specified as constants in the constructor.
 * In this case, they are not included in the list of arguments.
 * 
 */
public class InverseGamma extends UnaryFactorFunction implements IParametricFactorFunction {
    private static final long serialVersionUID = 1L;

    protected double _alpha;
    protected double _beta;
    protected double _alphaPlusOne;
    protected double _logGammaAlphaMinusAlphaLogBeta;
    protected boolean _parametersConstant = false;
    protected int _firstDirectedToIndex = 2;

    /*--------------
     * Construction
     */

    public InverseGamma() {
        super((String) null);
    }

    public InverseGamma(double alpha, double beta) {
        this();
        _alpha = alpha;
        _beta = beta;
        _alphaPlusOne = _alpha + 1;
        _logGammaAlphaMinusAlphaLogBeta = org.apache.commons.math3.special.Gamma.logGamma(_alpha)
                - _alpha * Math.log(_beta);
        _parametersConstant = true;
        _firstDirectedToIndex = 0;
        if (_alpha <= 0)
            throw new DimpleException("Non-positive alpha parameter. This must be a positive value.");
        if (_beta <= 0)
            throw new DimpleException("Non-positive beta parameter. This must be a positive value.");
    }

    /**
     * Constructs inverse gamma distribution with fixed alpha and beta parameters.
     * @param parameters May specify either or both of the alpha and beta parameters using "alpha" and
     * "beta" keys respectively. Values will otherwise default to 1.0.
     * @since 0.07
     */
    public InverseGamma(Map<String, Object> parameters) {
        this((double) getOrDefault(parameters, "alpha", 1.0), (double) getOrDefault(parameters, "beta", 1.0));
    }

    protected InverseGamma(InverseGamma other) {
        super(other);
        _alpha = other._alpha;
        _beta = other._beta;
        _alphaPlusOne = other._alphaPlusOne;
        _logGammaAlphaMinusAlphaLogBeta = other._logGammaAlphaMinusAlphaLogBeta;
        _parametersConstant = other._parametersConstant;
        _firstDirectedToIndex = other._firstDirectedToIndex;
    }

    @Override
    public InverseGamma clone() {
        return new InverseGamma(this);
    }

    /*----------------
     * IDatum methods
     */

    @Override
    public boolean objectEquals(@Nullable Object other) {
        if (this == other) {
            return true;
        }

        if (other instanceof InverseGamma) {
            InverseGamma that = (InverseGamma) other;
            return _parametersConstant == that._parametersConstant && _alpha == that._alpha && _beta == that._beta
                    && _firstDirectedToIndex == that._firstDirectedToIndex;
        }

        return false;
    }

    /*------------------------
     * FactorFunction methods
     */

    @Override
    public final double evalEnergy(Value[] arguments) {
        int index = 0;
        if (!_parametersConstant) {
            _alpha = arguments[index++].getDouble(); // First input is alpha parameter (must be non-negative)
            if (_alpha <= 0)
                return Double.POSITIVE_INFINITY;
            _beta = arguments[index++].getDouble(); // Second input is beta parameter (must be non-negative)
            if (_beta <= 0)
                return Double.POSITIVE_INFINITY;
            _alphaPlusOne = _alpha + 1;
            _logGammaAlphaMinusAlphaLogBeta = org.apache.commons.math3.special.Gamma.logGamma(_alpha)
                    - _alpha * Math.log(_beta);
        }
        final int length = arguments.length;
        final int N = length - index; // Number of non-parameter variables
        double sum = 0;
        for (; index < length; index++) {
            final double x = arguments[index].getDouble(); // Remaining inputs are Inverse Gamma variables
            if (x <= 0)
                return Double.POSITIVE_INFINITY;
            else
                sum += _beta / x + _alphaPlusOne * Math.log(x);
        }
        return sum + N * _logGammaAlphaMinusAlphaLogBeta;
    }

    @Override
    public final boolean isDirected() {
        return true;
    }

    @Override
    public final int[] getDirectedToIndices(int numEdges) {
        // All edges except the parameter edges (if present) are directed-to edges
        return FactorFunctionUtilities.getListOfIndices(_firstDirectedToIndex, numEdges - 1);
    }

    /*-----------------------------------
     * IParametricFactorFunction methods
     */

    @Override
    public int copyParametersInto(Map<String, Object> parameters) {
        if (_parametersConstant) {
            parameters.put("alpha", _alpha);
            parameters.put("beta", _beta);
            return 2;
        }
        return 0;
    }

    @Override
    public @Nullable Object getParameter(String parameterName) {
        if (_parametersConstant) {
            switch (parameterName) {
            case "alpha":
                return _alpha;
            case "beta":
                return _beta;
            }
        }
        return null;
    }

    @Override
    public boolean hasConstantParameters() {
        return _parametersConstant;
    }
}