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
Nils,
Thanks for the report. I just pushed a fix to the git repository. If you can pull that and test it, please report if the results look right or not. Otherwise Zach is planning a QL update in the next few days, so it should show up then.
Liam
On Fri, Jul 29, 2011 at 8:49 AM, Nils Bertschinger bertschi@mis.mpg.dewrote:
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______________________________**_________________ GSLL-devel mailing list GSLL-devel@common-lisp.net http://lists.common-lisp.net/**cgi-bin/mailman/listinfo/gsll-**develhttp://lists.common-lisp.net/cgi-bin/mailman/listinfo/gsll-devel
Hi Liam,
On Fri, 29 Jul 2011, Liam Healy wrote:
Nils,
Thanks for the report. I just pushed a fix to the git repository. If you can pull that and test it, please report if the results look right or not.
Great, seems to work now. I did not pull the repository, but just checked your patch and applied it manually.
Best,
Nils
Otherwise Zach is planning a QL update in the next few days, so it should show up then.
Liam
On Fri, Jul 29, 2011 at 8:49 AM, Nils Bertschinger bertschi@mis.mpg.dewrote:
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______________________________**_________________ GSLL-devel mailing list GSLL-devel@common-lisp.net http://lists.common-lisp.net/**cgi-bin/mailman/listinfo/gsll-**develhttp://lists.common-lisp.net/cgi-bin/mailman/listinfo/gsll-devel
-
Liam Healy -
Nils Bertschinger