TestExpFamBregman_ZeroMeanGauss.py 文件源码

def checkFacts_pdf_Mu(nu=0, tau=0, mu_grid=None, **kwargs):
    cPrior = c_Prior(nu=nu, tau=tau)
    if mu_grid is None:
        mu_grid = make_mu_grid(**kwargs)
    phi_grid = mu2phi(mu_grid)
    logpdf_grid = tau * phi_grid - nu * c_Phi(phi_grid) - cPrior
    logJacobian_grid = logJacobian_mu(mu_grid)
    pdf_grid = np.exp(logpdf_grid + logJacobian_grid)
    Integral = np.trapz(pdf_grid, mu_grid)
    E_mu_numeric = np.trapz(pdf_grid * mu_grid, mu_grid)
    E_mu_formula = tau/nu
    E_phi_numeric = np.trapz(pdf_grid * phi_grid, mu_grid)
    E_phi_formula = E_phi(nu,tau)
    print "nu=%7.3f tau=%7.3f" % (nu, tau)
    print "     Integral=% 7.3f   should be % 7.3f" % (Integral, 1.0)
    print "        E[mu]=% 7.3f   should be % 7.3f" % (E_mu_numeric, E_mu_formula)
    print "       E[phi]=% 7.3f   should be % 7.3f" % (E_phi_numeric, E_phi_formula)