diff 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
parents
children
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/bnt/potentials/@cpot/cpot_to_mpot.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,29 @@
+function mom = cpot_to_mpot(can)
+% CPOT_TO_MPOT Convert a canonical potential to moment form.
+% mom = cpot_to_mpot(can)
+
+[logp, mu, Sigma] = canonical_to_moment(can.g, can.h, can.K);
+mom = mpot(can.domain, can.sizes, logp, mu, Sigma);
+
+%%%%%%%
+
+function [logp, mu, Sigma] = canonical_to_moment(g, h, K)
+% CANONICAL_TO_MOMENT Convert canonical characteristics to moment form.
+% [logp, mu, Sigma] = canonical_to_moment(g, h, K)
+
+n = length(K);
+if isempty(K)
+  logp = g - 0.5*(log(det(K)) - n*log(2*pi));
+  Sigma = [];
+  mu = [];
+else
+  if det(K)==0
+    Sigma = inf*ones(n,n);
+    mu = zeros(n,1); % if the precision is zero, the mean is arbitrary
+    logp = g; % the scaling factor for the uniform distribution is 1
+  else
+    Sigma = inv(K);
+    mu = Sigma*h;
+    logp = g - 0.5*(log(det(K)) - n*log(2*pi) - mu'*K*mu);
+  end
+end