Package com.statslibextensions.statistics.distribution

Examples of com.statslibextensions.statistics.distribution.ScaledInverseGammaCovDistribution.sample()

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          updatedBetaMean, observation.getObservedData());

      final Vector betaMeanError = postBetaSmoothedSample.minus(priorBetaSmoothedSample);
      final ScaledInverseGammaCovDistribution updatedBetaCov = particle.getPriorBetaCov().clone();
      updateCovariancePrior(updatedBetaCov, betaMeanError);
      final Matrix betaCovSmpl = updatedBetaCov.sample(random);
      Preconditions.checkState(betaCovSmpl.getElement(0, 0) >= 0d);
      updatedBetaMean.setCovariance(lambdaSamplesMatrix.times(betaCovSmpl
          .times(updatedBetaMean.getCovariance())));

      /*
 
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      final Vector globalMeanError = postGlobalMeanSample.minus(priorGlobalMeanSample);
      final ScaledInverseGammaCovDistribution updatedGlobalMeanCov =
          particle.getPriorBetaCov().clone();
      updateCovariancePrior(updatedGlobalMeanCov, globalMeanError);
      final Matrix globalMeanCovSmpl = updatedGlobalMeanCov.sample(random)
          .times(updatedGlobalMean.getCovariance());
      Preconditions.checkState(globalMeanCovSmpl.getElement(0, 0) > 0d);
      updatedGlobalMean.setCovariance(globalMeanCovSmpl);

      final PolyaGammaLogitDistribution updatedParticle =
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      final MultivariateGaussian postBeta = particle.getPriorBeta().clone();

      final ScaledInverseGammaCovDistribution postObsCov = particle.getPriorObsCov();

      final Matrix augCovLassoSample = this.augLassoDist.sample(random);
      final Matrix obsCovSample = postObsCov.sample(random);
     
      /*
       * Update sufficient stats.
       * TODO FIXME not done
       */
 
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