Hi,
it appears that dirichlet-log-pdf is broken:
CL-USER> (gsll:dirichlet-log-pdf #m(1.0d0 2.0d0) #m(0.3d0 0.7d0)) 0.0d0 CL-USER> (gsll:dirichlet-log-pdf #m(2.0d0 1.0d0) #m(0.7d0 0.3d0)) -0.35667494393873245d0
Obviously, the Dirichlet distribution is permutation invariant, so both results should be the same! By the way, both values are wrong. A straight forward implementation of the formula for the Dirichlet distribution gives:
(defun dirichlet-log-pdf (alphas ps) (let ((norm (loop for a across alphas sum (gsll:log-gamma a) into num sum a into denom finally (return (- num (gsll:log-gamma denom)))))) (- (reduce #'+ (map 'vector #'(lambda (p a) (* (- a 1.0d0) (log p))) ps alphas)) norm)))
CL-USER> (dirichlet-log-pdf #(1.0d0 2.0d0) #(0.3d0 0.7d0)) 0.33647223662121384d0 CL-USER> (dirichlet-log-pdf #(2.0d0 1.0d0) #(0.7d0 0.3d0)) 0.33647223662121384d0 CL-USER>
as it should be.
Maybe I'm doing something wrong, when calling the gsl library function. Otherwise, I suspect there is a problem with passing arrays to the GSL. Broken memory layout?
I'm using the following version of SBCL:
CL-USER> (lisp-implementation-version) "1.0.45.0.debian" CL-USER> (software-version) "2.6.35-28-server" CL-USER> gsl:*gsl-version* "1.14"
and my GSLL is from gsll-20101207-git as packaged in quicklisp.
Any ideas of what is going on here?
Thanks,
Nils