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use opensrdk_linear_algebra::{pp::trf::PPTRF, SymmetricPackedMatrix};
use crate::{DistributionError, InverseWishartError, RandomVariable};
#[derive(Clone, Debug, PartialEq)]
pub struct InverseWishartParams {
lpsi: PPTRF,
nu: f64,
}
impl InverseWishartParams {
pub fn new(lpsi: PPTRF, nu: f64) -> Result<Self, DistributionError> {
let p = lpsi.0.dim();
if nu <= p as f64 - 1.0 {
return Err(DistributionError::InvalidParameters(
InverseWishartError::NuMustBeGTEDimension.into(),
));
}
Ok(Self { lpsi, nu })
}
pub fn lpsi(&self) -> &PPTRF {
&self.lpsi
}
pub fn nu(&self) -> f64 {
self.nu
}
}
impl RandomVariable for InverseWishartParams {
type RestoreInfo = usize;
fn transform_vec(&self) -> (Vec<f64>, Self::RestoreInfo) {
let p = self.lpsi.0.dim();
([self.lpsi.0.elems(), &[self.nu]].concat(), p)
}
fn len(&self) -> usize {
let t = self.lpsi.0.elems().len();
t + 1usize
}
fn restore(v: &[f64], info: &Self::RestoreInfo) -> Result<Self, DistributionError> {
if v.len() != info + 1 {
return Err(DistributionError::InvalidRestoreVector);
}
let p = *info;
let nu = v[v.len() - 1];
let lpsi = PPTRF(SymmetricPackedMatrix::from(p, v[0..p].to_vec()).unwrap());
Self::new(lpsi, nu)
}
}