bide.prior.PriorBeta.java Source code

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Here is the source code for bide.prior.PriorBeta.java

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/*******************************************************************************
 * PriorBeta.java
 * 
 * This file is part of BIDE-2D
 * 
 * Copyright (C) 2012 Steven Wu
 * 
 * BIDE-2D is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 * 
 * BIDE-2D 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 General Public License for more details.
 * 
 * You should have received a copy of the GNU General Public License
 * along with BIDE-2D.  If not, see <http://www.gnu.org/licenses/>.
 ******************************************************************************/
package bide.prior;

import org.apache.commons.math3.distribution.BetaDistribution;
import org.apache.commons.math3.special.Gamma;

public class PriorBeta implements PriorDist {

    BetaDistribution bDist;

    /** First shape parameter. */
    private double alpha;

    /** Second shape parameter. */
    private double beta;

    /**
     * Normalizing factor used in density computations. updated whenever alpha
     * or beta are changed.
     */
    private double z;

    /**
     * Build a new instance.
     * 
     * @param alpha
     *            first shape parameter (must be positive)
     * @param beta
     *            second shape parameter (must be positive)
     */

    public PriorBeta(double alpha, double beta) {
        this.alpha = alpha;
        this.beta = beta;
        z = Double.NaN;
        bDist = new BetaDistribution(alpha, beta);

    }

    @Override
    public double logPdf(double x) {
        return logPdf(x, alpha, beta);
    }

    public static double logPdf(double x, double alpha, double beta) {

        double z = recomputeZ(alpha, beta);

        double logX = Math.log(x);
        double log1mX = Math.log1p(-x);
        return ((alpha - 1) * logX + (beta - 1) * log1mX - z);
    }

    /**
     * Recompute the normalization factor.
     */
    private void recomputeZ() {
        if (Double.isNaN(z)) {
            z = Gamma.logGamma(alpha) + Gamma.logGamma(beta) - Gamma.logGamma(alpha + beta);
        }
    }

    private static double recomputeZ(double alpha, double beta) {

        return (Gamma.logGamma(alpha) + Gamma.logGamma(beta) - Gamma.logGamma(alpha + beta));

    }

    public double pdf(double x) {
        return pdf(x, alpha, beta);

    }

    public static double pdf(double x, double alpha, double beta) {
        double z = recomputeZ(alpha, beta);

        double logX = Math.log(x);
        double log1mX = Math.log1p(-x);
        return Math.exp((alpha - 1) * logX + (beta - 1) * log1mX - z);

    }

    @Override
    public double getLogPrior(double x) {

        return logPdf(x);
    }

    @Override
    public String getPriorName() {

        return "Beta";
    }

}