MultivariateGammaDistribution.java

package dr.math.distributions;

/**
 * @author Marc Suchard
 */
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;

    }

    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++)
            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;
}