/* * ACLikelihood.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.oldevomodel.clock; import dr.evomodel.tree.TreeModel; import dr.inference.model.Parameter; import dr.math.MathUtils; import dr.math.distributions.InverseGaussianDistribution; import dr.math.distributions.LogNormalDistribution; import dr.math.distributions.NormalDistribution; /** * Calculates the likelihood of a set of rate changes in a tree, assuming a (log)normal or inverse gaussian distributed * change in rate at each node, with a mean of the previous (log) rate and a variance proportional to branch length. * cf Yang and Rannala 2006 * * @author Michael Defoin Platel * @author Wai Lok Sibon Li */ public class ACLikelihood extends RateEvolutionLikelihood { public static final String LOGNORMAL = "logNormal"; public static final String NORMAL = "normal"; public static final String INVERSEGAUSSIAN = "inverseGaussian"; public ACLikelihood(TreeModel tree, Parameter ratesParameter, Parameter variance, Parameter rootRate, boolean isEpisodic, String distribution) { //super((isLogSpace) ? "LogNormally Distributed" : "Normally Distributed", tree, ratesParameter, rootRate, isEpisodic); super(distribution, tree, ratesParameter, rootRate, isEpisodic); //this.isLogSpace = isLogSpace; this.variance = variance; this.distribution = distribution; addVariable(variance); } /** * @return the log likelihood of the rate change from the parent to the child. */ double branchRateChangeLogLikelihood(double parentRate, double childRate, double time) { double var = variance.getParameterValue(0); if (!isEpisodic()) var *= time; //if (isLogSpace) { // double logParentRate = Math.log(parentRate); // double logChildRate = Math.log(childRate); // return NormalDistribution.logPdf(logChildRate, logParentRate - (var / 2.), Math.sqrt(var)) - logChildRate; //} else { // return NormalDistribution.logPdf(childRate, parentRate, Math.sqrt(var)); //} if(distribution.equals(LOGNORMAL)) { return LogNormalDistribution.logPdf(childRate, Math.log(parentRate) - (var / 2.), Math.sqrt(var)); } else if(distribution.equals(NORMAL)) { return NormalDistribution.logPdf(childRate, parentRate, Math.sqrt(var)); } else if(distribution.equals(INVERSEGAUSSIAN)) { /* Inverse Gaussian */ double shape = (parentRate * parentRate * parentRate) / var; return InverseGaussianDistribution.logPdf(childRate, parentRate, shape); } else { throw new RuntimeException ("Parameter for distribution is not recognised"); } } double branchRateSample(double parentRate, double time) { double var = variance.getParameterValue(0); if (!isEpisodic()) var *= time; //if (isLogSpace) { // final double logParentRate = Math.log(parentRate); // return Math.exp(MathUtils.nextGaussian() * Math.sqrt(var) + logParentRate - (var / 2.)); //} else { // return MathUtils.nextGaussian() * Math.sqrt(var) + parentRate; //} if(distribution.equals(LOGNORMAL)) { final double logParentRate = Math.log(parentRate); return Math.exp(MathUtils.nextGaussian() * Math.sqrt(var) + logParentRate - (var / 2.)); } else if(distribution.equals(NORMAL)) { return MathUtils.nextGaussian() * Math.sqrt(var) + parentRate; } else { /* Inverse Gaussian */ //return Math.random() //Random rand = new Random(); double lambda = (parentRate * parentRate * parentRate) / var; return MathUtils.nextInverseGaussian(parentRate, lambda); } } private Parameter variance; //boolean isLogSpace = false; String distribution; }