TestExpFamBregman_Mult.py 文件源码

def makePlot_pdf_Phi(
        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)
    if phi_grid is None:
        phi_grid = np.linspace(min_phi, max_phi, ngrid)
    logpdf_grid = tau * phi_grid - nu * c_Phi(phi_grid) - cPrior
    pdf_grid = np.exp(logpdf_grid)
    IntegralVal = np.trapz(pdf_grid, phi_grid)
    mu_grid = phi2mu(phi_grid)
    ExpectedPhiVal = np.trapz(pdf_grid * phi_grid, phi_grid)
    ExpectedMuVal = np.trapz(pdf_grid * mu_grid, phi_grid)
    print '%s Integral=%.4f E[phi]=%6.3f E[mu]=%.4f' % (
        label, IntegralVal, ExpectedPhiVal, ExpectedMuVal)
    pylab.plot(phi_grid, pdf_grid, '-', label=label)
    pylab.xlabel('phi (log odds ratio)')
    pylab.ylabel('density p(phi)')