TestExpFamBregman_BetaBern.py 文件源码

def makePlot_pdf_Mu(
        nu=0, tau=0, phi_grid=None,
        ngrid=1000, min_phi=-100, max_phi=100):
    label = 'nu=%7.2f' % (nu,)
    cPrior = - gammaln(nu) + gammaln(nu-tau) + gammaln(tau)

    mu_grid = np.linspace(1e-15, 1-1e-15, ngrid)
    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)
    IntegralVal = np.trapz(pdf_grid, mu_grid)
    ExpectedMuVal = np.trapz(pdf_grid * mu_grid, mu_grid)
    ExpectedPhiVal = np.trapz(pdf_grid * phi_grid, mu_grid)
    print '%s Integral=%.4f E[phi]=%6.3f E[mu]=%.4f' % (
        label, IntegralVal, ExpectedPhiVal, ExpectedMuVal)
    pylab.plot(mu_grid, pdf_grid, '-', label=label)
    pylab.xlabel('mu')
    pylab.ylabel('density p(mu)')