TestExpFamBregman_Gauss.py 文件源码

def checkFacts_pdf_Phi(
        nu=0, tau=0, phi_grid=None, **kwargs):
    cPrior = c_Prior(nu=nu, tau=tau)
    if phi_grid is None:
        phi_grid = make_phi_grid(**kwargs)
    logpdf_grid = tau * phi_grid - nu * c_Phi(phi_grid) - cPrior
    pdf_grid = np.exp(logpdf_grid)
    mu_grid = phi2mu(phi_grid)

    IntegralVal = np.trapz(pdf_grid, phi_grid)
    E_phi_numeric = np.trapz(pdf_grid * phi_grid, phi_grid)
    E_phi_formula = -(0.5 * nu + 1) / tau
    E_mu_numeric = np.trapz(pdf_grid * mu_grid, phi_grid)
    E_mu_formula = tau/nu
    mode_phi_numeric = phi_grid[np.argmax(pdf_grid)]
    mode_phi_formula = mu2phi(tau/nu)

    E_c_numeric = np.trapz(pdf_grid * c_Phi(phi_grid), phi_grid)
    E_c_formula = - 0.5 * digamma(0.5 * nu + 1) + 0.5 * np.log(tau)

    print "nu=%7.3f tau=%7.3f" % (nu, tau)
    print "     Integral=% 7.3f   should be % 7.3f" % (IntegralVal, 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)
    print "    E[c(phi)]=% 7.3f   should be % 7.3f" % (E_c_numeric, E_c_formula)
    print "    mode[phi]=% 7.3f   should be % 7.3f" % (
        mode_phi_numeric, mode_phi_formula)