AutoRegGaussObsModel.py 文件源码

def c_Func(nu, logdetB, M, logdetV):
    ''' Evaluate cumulant function c at given parameters.

    c is the cumulant of the MatrixNormal-Wishart, using common params.

    Returns
    --------
    c : scalar real value of cumulant function at provided args
    '''
    if logdetB.ndim >= 2:
        logdetB = np.log(np.linalg.det(logdetB))
    if logdetV.ndim >= 2:
        logdetV = np.log(np.linalg.det(logdetV))
    D, E = M.shape
    dvec = np.arange(1, D + 1, dtype=np.float)
    return - 0.25 * D * (D - 1) * LOGPI \
        - 0.5 * D * LOGTWO * nu \
        - np.sum(gammaln(0.5 * (nu + 1 - dvec))) \
        + 0.5 * nu * logdetB \
        - 0.5 * D * E * LOGTWOPI \
        + 0.5 * E * logdetV