From 5a2b84840616135bc8d998822a9ad526bf4d507d Mon Sep 17 00:00:00 2001
From: Ethan Payne <epay1@student.monash.edu>
Date: Wed, 5 Sep 2018 18:09:37 +1000
Subject: [PATCH] Added joint-likelihood for combining two likelihoods
---
tupak/core/likelihood.py | 20 ++++++++++++++++++++
1 file changed, 20 insertions(+)
diff --git a/tupak/core/likelihood.py b/tupak/core/likelihood.py
index eefa05754..2d86f0d15 100644
--- a/tupak/core/likelihood.py
+++ b/tupak/core/likelihood.py
@@ -315,3 +315,23 @@ class StudentTLikelihood(Analytical1DLikelihood):
def __summed_log_likelihood(self, nu):
return self.n * (gammaln((nu + 1.0) / 2.0) + .5 * np.log(self.lam / (nu * np.pi)) - gammaln(nu / 2.0)) \
- (nu + 1.0) / 2.0 * np.sum(np.log1p(self.lam * self.residual ** 2 / nu))
+
+class JointLikelihood(tupak.core.likelihood.Likelihood):
+ def __init__(self, likelihoodA, likelihoodB):
+ """
+ A likelihood for combining two separate pre-defined likelihoods
+
+ Parameters
+ ----------
+ likelihoodA, likelihoodB: tupak.core.likelihood.Likelihood
+ The two likelihoods to be combined
+ """
+ self.likelihoodA = likelihoodA
+ self.likelihoodB = likelihoodB
+ self.parameters = self.likelihoodA.parameters
+ self.parameters.update(self.likelihoodB.parameters)
+
+ def log_likelihood(self):
+ self.likelihoodA.parameters.update(self.parameters)
+ self.likelihoodB.parameters.update(self.parameters)
+ return self.likelihoodA.log_likelihood() + self.likelihoodB.log_likelihood()
--
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