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spfun_stats.cpython-35.pyc
DB�W� � @ sW d Z d d l m Z m Z m Z d d l Z d d l m Z d g Z d d � Z d S)zVSome more special functions which may be useful for multivariate statistical analysis.� )�division�print_function�absolute_importN)�gammaln�multigammalnc s� t j � � � t j | � s4 t j | � | k r@ t d � � t j � d | d k � r{ t d � d | d f � � | | d d t j t j � } | t j t � f d d � t d | d � D� � d d �7} | S) a� Returns the log of multivariate gamma, also sometimes called the generalized gamma. Parameters ---------- a : ndarray The multivariate gamma is computed for each item of `a`. d : int The dimension of the space of integration. Returns ------- res : ndarray The values of the log multivariate gamma at the given points `a`. Notes ----- The formal definition of the multivariate gamma of dimension d for a real `a` is .. math:: \Gamma_d(a) = \int_{A>0} e^{-tr(A)} |A|^{a - (d+1)/2} dA with the condition :math:`a > (d-1)/2`, and :math:`A > 0` being the set of all the positive definite matrices of dimension `d`. Note that `a` is a scalar: the integrand only is multivariate, the argument is not (the function is defined over a subset of the real set). This can be proven to be equal to the much friendlier equation .. math:: \Gamma_d(a) = \pi^{d(d-1)/4} \prod_{i=1}^{d} \Gamma(a - (i-1)/2). References ---------- R. J. Muirhead, Aspects of multivariate statistical theory (Wiley Series in probability and mathematical statistics). z*d should be a positive integer (dimension)g �?� z+condition a (%f) > 0.5 * (d-1) (%f) not metg �?c s"