/* * MultivariateGammaDistribution.java * * Copyright (c) 2002-2015 Alexei Drummond, Andrew Rambaut and Marc Suchard * * This file is part of BEAST. * See the NOTICE file distributed with this work for additional * information regarding copyright ownership and licensing. * * BEAST is free software; you can redistribute it and/or modify * it under the terms of the GNU Lesser General Public License as * published by the Free Software Foundation; either version 2 * of the License, or (at your option) any later version. * * BEAST is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU Lesser General Public License for more details. * * You should have received a copy of the GNU Lesser General Public * License along with BEAST; if not, write to the * Free Software Foundation, Inc., 51 Franklin St, Fifth Floor, * Boston, MA 02110-1301 USA */ package dr.math.distributions; /** * @author Marc Suchard * @author Guy Baele */ public class MultivariateGammaDistribution implements MultivariateDistribution { //TODO: Currently this implements a product of independent Gammas, need to re-code as true multivariate distribution public static final String TYPE = "multivariateGamma"; public MultivariateGammaDistribution(double[] shape, double[] scale) { if (shape.length != scale.length) throw new RuntimeException("Creation error in MultivariateGammaDistribution"); dim = shape.length; this.shape = shape; this.scale = scale; this.flags = new boolean[dim]; for (int i = 0; i < dim; i++) { flags[i] = true; } } public MultivariateGammaDistribution(double[] shape, double[] scale, boolean[] flags) { if (shape.length != scale.length) throw new RuntimeException("Creation error in MultivariateGammaDistribution"); dim = shape.length; this.shape = shape; this.scale = scale; this.flags = flags; } public double logPdf(double[] x) { double logPdf = 0; if (x.length != dim) { throw new IllegalArgumentException("data array is of the wrong dimension"); } for (int i = 0; i < dim; i++) { if (flags[i]) { logPdf += GammaDistribution.logPdf(x[i], shape[i], scale[i]); } } return logPdf; } public double[][] getScaleMatrix() { throw new RuntimeException("Not yet implemented"); } public double[] getMean() { throw new RuntimeException("Not yet implemented"); } public String getType() { return TYPE; } private double[] shape; private double[] scale; private int dim; //for each flag that is true, add the logPdf of that gamma distribution to the overall logPdf private boolean[] flags; }