annotate toolboxes/FullBNT-1.0.7/bnt/potentials/@cpot/cpot_to_mpot.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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wolffd@0 1 function mom = cpot_to_mpot(can)
wolffd@0 2 % CPOT_TO_MPOT Convert a canonical potential to moment form.
wolffd@0 3 % mom = cpot_to_mpot(can)
wolffd@0 4
wolffd@0 5 [logp, mu, Sigma] = canonical_to_moment(can.g, can.h, can.K);
wolffd@0 6 mom = mpot(can.domain, can.sizes, logp, mu, Sigma);
wolffd@0 7
wolffd@0 8 %%%%%%%
wolffd@0 9
wolffd@0 10 function [logp, mu, Sigma] = canonical_to_moment(g, h, K)
wolffd@0 11 % CANONICAL_TO_MOMENT Convert canonical characteristics to moment form.
wolffd@0 12 % [logp, mu, Sigma] = canonical_to_moment(g, h, K)
wolffd@0 13
wolffd@0 14 n = length(K);
wolffd@0 15 if isempty(K)
wolffd@0 16 logp = g - 0.5*(log(det(K)) - n*log(2*pi));
wolffd@0 17 Sigma = [];
wolffd@0 18 mu = [];
wolffd@0 19 else
wolffd@0 20 if det(K)==0
wolffd@0 21 Sigma = inf*ones(n,n);
wolffd@0 22 mu = zeros(n,1); % if the precision is zero, the mean is arbitrary
wolffd@0 23 logp = g; % the scaling factor for the uniform distribution is 1
wolffd@0 24 else
wolffd@0 25 Sigma = inv(K);
wolffd@0 26 mu = Sigma*h;
wolffd@0 27 logp = g - 0.5*(log(det(K)) - n*log(2*pi) - mu'*K*mu);
wolffd@0 28 end
wolffd@0 29 end