It calculates the value of the integral defined in Definition 11 from references. It implements Theorem 8 from references and uses the formula (19) from references.
Value
Returns the value of the Gamma function of the colored cone
(for the definition of the colored cone, see the Basic definitions
section in vignette("Theory", package = "gips")
or in its
pkgdown page).
References
Piotr Graczyk, Hideyuki Ishi, Bartosz Kołodziejek, Hélène Massam. "Model selection in the space of Gaussian models invariant by symmetry." The Annals of Statistics, 50(3) 1747-1774 June 2022. arXiv link; doi:10.1214/22-AOS2174
See also
get_structure_constants()
- The function useful inside thecalculate_gamma_function()
.log_posteriori_of_gips()
- The function that uses the values of the gamma function.vignette("Theory", package = "gips")
or its pkgdown page - A place to learn more about the math behind thegips
package.
Examples
id_perm <- gips_perm("()", 2)
calculate_gamma_function(id_perm, 0.5001) # 10.7...
#> [1] 10.70139
calculate_gamma_function(id_perm, 0.50000001) # 19.9...
#> [1] 19.91198
calculate_gamma_function(id_perm, 0.500000000001) # 29.1...
#> [1] 29.12235
oldw <- getOption("warn")
options(warn = -1)
calculate_gamma_function(id_perm, 0.5) # Inf
#> [1] Inf
# Integral diverges; returns Inf and warning
options(warn = oldw)