Example usage for org.apache.commons.math.special Gamma digamma

Introduction

In this page you can find the example usage for org.apache.commons.math.special Gamma digamma.

Prototype

public static double digamma(double x) 

Source Link

Document

Computes the digamma function of x.

This is an independently written implementation of the algorithm described in Jose Bernardo, Algorithm AS 103: Psi (Digamma) Function, Applied Statistics, 1976.

Some of the constants have been changed to increase accuracy at the moderate expense of run-time.

Usage

From source file:org.broadinstitute.gatk.tools.walkers.variantrecalibration.MultivariateGaussian.java

public void precomputeDenominatorForVariationalBayes(final double sumHyperParameterLambda) {

    // Variational Bayes calculations from Bishop
    precomputeInverse();/*  ww w  .  j  av  a2 s . c  o m*/
    cachedSigmaInverse.timesEquals(hyperParameter_a);
    double sum = 0.0;
    for (int jjj = 1; jjj <= mu.length; jjj++) {
        sum += Gamma.digamma((hyperParameter_a + 1.0 - jjj) / 2.0);
    }
    sum -= Math.log(sigma.det());
    sum += Math.log(2.0) * mu.length;
    final double lambda = 0.5 * sum;
    final double pi = Gamma.digamma(hyperParameter_lambda) - Gamma.digamma(sumHyperParameterLambda);
    final double beta = (-1.0 * mu.length) / (2.0 * hyperParameter_b);
    cachedDenomLog10 = (pi / Math.log(10.0)) + (lambda / Math.log(10.0)) + (beta / Math.log(10.0));
}

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From source file:vagueobjects.ir.lda.online.matrix.MatrixUtil.java

static double[] dirichletExpectation(double[] array) {
    double sum = 0;
    for (double d : array) {
        sum += d;//from  w w w  . j a  v  a  2 s .  com
    }
    double d = Gamma.digamma(sum);
    double[] result = new double[array.length];
    for (int i = 0; i < array.length; ++i) {
        result[i] = Gamma.digamma(array[i]) - d;
    }
    return result;
}

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From source file:vagueobjects.ir.lda.online.matrix.MatrixUtil.java

/**
 * Digamma function (the first derivative of the logarithm of the gamma function).
 * @param array   - variational parameter
 * @return//from  w  w  w.  j a v a 2s.c  o  m
 */
static double[][] dirichletExpectation(double[][] array) {
    int numRows = array.length;
    int numCols = array[0].length;

    double[] vector = new double[numRows];
    Arrays.fill(vector, 0.0);

    for (int k = 0; k < numRows; ++k) {
        for (int w = 0; w < numCols; ++w) {
            try {
                vector[k] += array[k][w];
            } catch (Exception e) {
                throw new RuntimeException(e);
            }
        }
    }
    for (int k = 0; k < numRows; ++k) {
        vector[k] = Gamma.digamma(vector[k]);
    }

    double[][] approx = new double[numRows][];
    for (int k = 0; k < numRows; ++k) {
        approx[k] = new double[numCols];
        for (int w = 0; w < numCols; ++w) {
            double z = Gamma.digamma(array[k][w]);
            approx[k][w] = z - vector[k];
        }
    }
    return approx;
}

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