Package gov.sandia.cognition.math.matrix

Examples of gov.sandia.cognition.math.matrix.Matrix.inverse()

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      final Matrix newComponentPriorPredPrecision =
          centeringDist.getInverseWishart().getInverseScale()
              .scale(2d * (kappa + 1d) / (kappa * newComponentPriorPredDof));
      final MultivariateStudentTDistribution newComponentPriorPred =
          new MultivariateStudentTDistribution(newComponentPriorPredDof, centeringDist
              .getGaussian().getMean(), newComponentPriorPredPrecision.inverse());

      final double newComponentLogLikelihood =
          Math.log(particle.getAlpha()) - Math.log(particle.getAlpha() + particle.getIndex())
              + newComponentPriorPred.getProbabilityFunction().logEvaluate(observation);
      componentPriorPredLogLikelihoods[0] = newComponentLogLikelihood;
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                    2d * (kappa + componentN + 1d) / ((kappa + componentN) * componentPriorPredDof));

        // FIXME TODO avoid this inverse!
        final MultivariateStudentTDistribution componentPriorPred =
            new MultivariateStudentTDistribution(componentPriorPredDof, componentPriorPredMean,
                componentPriorPredCovariance.inverse());

        final double componentLogLikelihood =
            Math.log(componentN) - Math.log(particle.getAlpha() + particle.getIndex())
                + componentPriorPred.getProbabilityFunction().logEvaluate(observation);

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