# -*- coding: utf-8 -*-

# Copyright (c) 2015-2016 MIT Probabilistic Computing Project

# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at

#    http://www.apache.org/licenses/LICENSE-2.0

# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.

import numpy as np
from scipy.stats import multivariate_normal, norm

from gpmcc.utils.xy_gpm import synthetic

class LinearGpm(synthetic.SyntheticXyGpm):
    """Y = X + N(0,noise)."""

    def simulate_xy(self, size=None):
        return self.rng.multivariate_normal(
            [0,0], cov=[[1,1-self.noise],[1-self.noise,1]], size=size)

    def logpdf_xy(self, x, y):
        return multivariate_normal.logpdf([x,y], [0,0],
            cov=[[1,1-self.noise],[1-self.noise,1]])

    def logpdf_x(self, x):
        return norm.logpdf(x, scale=1)

    def logpdf_y(self, y):
        return norm.logpdf(y, scale=1)

    def logpdf_x_given_y(self, x, y):
        raise NotImplementedError

    def logpdf_y_given_x(self, y, x):
        raise NotImplementedError

    def mutual_information(self):
        cov = 1-self.noise
        return .5 * np.log(1/np.abs(1-cov**2))

# -*- coding: utf-8 -*-

# Copyright (c) 2015-2016 MIT Probabilistic Computing Project

# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at

#    http://www.apache.org/licenses/LICENSE-2.0

# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.

import numpy as np
from scipy.stats import multivariate_normal, norm

from gpmcc.utils.xy_gpm import synthetic

class LinearGpm(synthetic.SyntheticXyGpm):
    """Y = X + N(0,noise)."""

    def simulate_xy(self, size=None):
        return self.rng.multivariate_normal(
            [0,0], cov=[[1,1-self.noise],[1-self.noise,1]], size=size)

    def logpdf_xy(self, x, y):
        return multivariate_normal.logpdf([x,y], [0,0],
            cov=[[1,1-self.noise],[1-self.noise,1]])

    def logpdf_x(self, x):
        return norm.logpdf(x, scale=1)

    def logpdf_y(self, y):
        return norm.logpdf(y, scale=1)

    def logpdf_x_given_y(self, x, y):
        raise NotImplementedError

    def logpdf_y_given_x(self, y, x):
        raise NotImplementedError

    def mutual_information(self):
        cov = 1-self.noise
        return -.5 * np.log(1-cov**2)

Use simpler equation for bivariate mi.