/*
* 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;
}