gamma_distribution.hpp

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#ifndef _MLPACK_CORE_DISTRIBUTIONS_GAMMA_DISTRIBUTION_HPP
#define _MLPACK_CORE_DISTRIBUTIONS_GAMMA_DISTRIBUTION_HPP

#include <mlpack/prereqs.hpp>
#include <mlpack/core/math/random.hpp>
#include <boost/program_options.hpp>

namespace mlpack {
namespace distribution {

class GammaDistribution
{
 public:
  GammaDistribution(const size_t dimensionality = 0);

  GammaDistribution(const arma::mat& data, const double tol = 1e-8);

  GammaDistribution(const arma::vec& alpha, const arma::vec& beta);

  ~GammaDistribution() {}

  void Train(const arma::mat& rdata, const double tol = 1e-8);

  void Train(const arma::mat& observations,
             const arma::vec& probabilities,
             const double tol = 1e-8);

  void Train(const arma::vec& logMeanxVec,
             const arma::vec& meanLogxVec,
             const arma::vec& meanxVec,
             const double tol = 1e-8);

  void Probability(const arma::mat& observations,
                   arma::vec& probabilities) const;

  double Probability(double x, const size_t dim) const;

  void LogProbability(const arma::mat& observations,
                      arma::vec& logProbabilities) const;

  double LogProbability(double x, const size_t dim) const;

  arma::vec Random() const;

  // Access to Gamma distribution parameters.

  double Alpha(const size_t dim) const { return alpha[dim]; }
  double& Alpha(const size_t dim) { return alpha[dim]; }

  double Beta(const size_t dim) const { return beta[dim]; }
  double& Beta(const size_t dim) { return beta[dim]; }

  size_t Dimensionality() const { return alpha.n_elem; }

 private:
  arma::vec alpha;
  arma::vec beta;

  inline bool Converged(const double aOld,
                        const double aNew,
                        const double tol);
};

} // namespace distribution
} // namespace mlpack

#endif