netutils.py 文件源码

def gamma_transition_kernel (data, shape0, scale0, shape1, scale1):
    S = numpy.sum(data)
    Slog = numpy.sum(map(numpy.log, data))
    N = len(data)

    logP = 1.0+Slog
    q = 1.0 + S
    r = 1.0 + N
    s = 1.0 + N

    lnf_shape = lambda al: (al-1)*logP - q/scale0 - r*special.gammaln(al) - (al*s)*numpy.log(scale0)
    p_shape = lnf_shape(shape1)

    lnf_scale = lambda beta: (shape1-1)*logP - q/beta - r*special.gammaln(shape1) - (shape1*s)*numpy.log(beta)
    p_scale = lnf_scale (scale1)

    return p_shape + p_scale


# proposal