function CPD = root_gaussian_CPD(bnet, self, mu, Sigma, mu0, n0, alpha0, beta0) % ROOT_GAUSSIAN_CPD Make an unconditional Gaussian distrib. % % CPD = root_gaussian_CPD(bnet, self, mu, Sigma) % This defines the distribution Y ~ N(mu, Sigma), % Pass in [] to generate a default random value for a parameter. % % CPD = root_gaussian_CPD(bnet, self, [], [], mu0, n0, alpha0, beta0) % defines a Normal-Wishart prior over the parameters: % P(mu | lambda) = N(mu | mu0, n0*lambda) % P(lambda) = Wishart(lambda | alpha0, beta0) % where lambda = inv(Sigma) is the precision matrix of mu. % n0 is a scale factor, beta0 is a precision matrix. % Pass in [] to generate a default value for a hyperparameter. % mu and Sigma will be set to their prior expected values. % See "Bayesian Theory", Bernardo and Smith (2000), p441. if nargin==0 % This occurs if we are trying to load an object from a file. CPD = init_fields; CPD = class(CPD, 'root_gaussian_CPD', generic_CPD(0)); return; elseif isa(bnet, 'root_gaussian_CPD') % This might occur if we are copying an object. CPD = bnet; return; end CPD = init_fields; ns = bnet.node_sizes; d = ns(self); if nargin < 5, prior = []; if isempty(mu), mu = randn(d, 1); end if isempty(Sigma), Sigma = eye(d); end else if isempty(mu0), mu0 = zeros(d, 1); end if isempty(n0), n0 = 0.1; end if isempty(alpha0), alpha0 = (d-1)/2 + 1; end % Wishart requires 2 alpha > d-1 if isempty(beta0), beta0 = eye(d); end prior.mu = mu0; prior.n = n0; prior.alpha = alpha0; prior.beta = beta0; % set params to their mean mu = prior.mu; Sigma = prior.beta/prior.alpha; % mean of Wishart is E[lambda] = alpha*inv(beta) end CPD.self = self; CPD.mu = mu; CPD.Sigma = Sigma; CPD.prior = prior; clamped = 0; CPD = class(CPD, 'root_gaussian_CPD', generic_CPD(clamped)); %%%%%%%%%%% function CPD = init_fields() % This ensures we define the fields in the same order % no matter whether we load an object from a file, % or create it from scratch. (Matlab requires this.) CPD.self = []; CPD.mu = []; CPD.Sigma = []; CPD.prior = [];