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/*
* File: GammaInverseScaleBayesianEstimator.java
* Authors: Kevin R. Dixon
* Company: Sandia National Laboratories
* Project: Cognitive Foundry
*
* Copyright Apr 15, 2010, Sandia Corporation.
* Under the terms of Contract DE-AC04-94AL85000, there is a non-exclusive
* license for use of this work by or on behalf of the U.S. Government.
* Export of this program may require a license from the United States
* Government. See CopyrightHistory.txt for complete details.
*
*/
package gov.sandia.cognition.statistics.bayesian.conjugate;
import gov.sandia.cognition.statistics.bayesian.AbstractBayesianParameter;
import gov.sandia.cognition.statistics.bayesian.BayesianParameter;
import gov.sandia.cognition.statistics.distribution.GammaDistribution;
/**
* A Bayesian estimator for the scale parameter of a Gamma distribution
* using the conjugate prior Gamma distribution for the inverse-scale (rate)
* of the Gamma.
* @author Kevin R. Dixon
* @since 3.0
*/
public class GammaInverseScaleBayesianEstimator
extends AbstractConjugatePriorBayesianEstimator
{
/**
* Default shape, {@value}.
*/
public static final double DEFAULT_SHAPE = 1.0;
/**
* Creates a new instance of GammaInverseScaleBayesianEstimator
*/
public GammaInverseScaleBayesianEstimator()
{
this( DEFAULT_SHAPE, new GammaDistribution() );
}
/**
* Creates a new instance of GammaInverseScaleBayesianEstimator
* @param shape
* Shape of the conditional distribution
* @param prior
* Default conjugate prior.
*/
public GammaInverseScaleBayesianEstimator(
double shape,
GammaDistribution prior )
{
this( new GammaDistribution( shape, 1.0 ), prior );
}
/**
* Creates a new instance of GammaInverseScaleBayesianEstimator
* @param prior
* Default conjugate prior.
* @param conditional
* Conditional distribution of the conjugate prior.
*/
public GammaInverseScaleBayesianEstimator(
GammaDistribution conditional,
GammaDistribution prior )
{
this( new Parameter(conditional, prior) );
}
/**
* Creates a new instance of GammaInverseScaleBayesianEstimator
* @param parameter
* Bayesian parameter describing this conjugate relationship.
*/
protected GammaInverseScaleBayesianEstimator(
BayesianParameter parameter )
{
super( parameter );
}
public GammaInverseScaleBayesianEstimator.Parameter createParameter(
GammaDistribution conditional,
GammaDistribution prior)
{
return new GammaInverseScaleBayesianEstimator.Parameter( conditional, prior );
}
/**
* Gets the shape of the conditional distribution
* @return
* Shape of the conditional distribution
*/
public double getShape()
{
return this.parameter.getConditionalDistribution().getShape();
}
/**
* Sets the shape of the conditional distribution
* @param shape
* Shape of the conditional distribution
*/
public void setShape(
double shape )
{
this.parameter.getConditionalDistribution().setShape(shape);
}
public void update(
GammaDistribution belief,
Double data)
{
double alpha = belief.getShape();
double beta = 1.0/belief.getScale();
alpha += this.getShape();
beta += data.doubleValue();
double theta = 1.0/beta;
belief.setShape(alpha);
belief.setScale(theta);
}
public double computeEquivalentSampleSize(
GammaDistribution belief)
{
double alpha = belief.getShape();
return alpha / this.getShape();
}
/**
* Bayesian parameter describing this conjugate relationship.
*/
public static class Parameter
extends AbstractBayesianParameter
{
/**
* Default name, {@value}.
*/
public static final String NAME = "inverse-scale";
/**
* Creates a new instance of Parameter
* @param prior
* Default conjugate prior.
* @param conditional
* Conditional distribution of the conjugate prior.
*/
public Parameter(
GammaDistribution conditional,
GammaDistribution prior )
{
super( conditional, NAME, prior );
}
public void setValue(
Double value)
{
this.conditionalDistribution.setScale(1.0/value);
}
public Double getValue()
{
return 1.0/this.conditionalDistribution.getScale();
}
}
}