function [F,sE,sC] = spm_log_evidence_reduce(qE,qC,pE,pC,rE,rC,TOL) % Return the log-evidence of a reduced model (under Laplace approximation) % FORMAT [F,sE,sC] = spm_log_evidence_reduce(qE,qC,pE,pC,rE,rC) % % qE,qC - posterior expectation and covariance of full model % pE,pC - prior expectation and covariance of full model % rE,rC - prior expectation and covariance of reduced model % % F - reduced log-evidence: ln p(y|reduced model) - ln p(y|full model) % [sE,sC] - posterior expectation and covariance of reduced model %__________________________________________________________________________ % % This routine assumes the reduced model is nested within a full model and % that the posteriors (and priors) are Gaussian. Nested here means that the % prior precision of the reduced model, minus the prior precision of the % full model is positive definite. We additionally assume that the prior % means are unchanged. The two input argument formats are for use with % spm_argmax. % % This version is the same as spm_log_evidence but performs an % eigen-reduction of the prior covariance matrix to eliminate fixed % mixtures of parameters (to ensure well conditioned matrix inversion) %__________________________________________________________________________ % Copyright (C) 2015 Wellcome Trust Centre for Neuroimaging % Karl Friston % $Id: spm_log_evidence_reduce.m 6849 2016-07-31 12:34:33Z karl $ % Compute reduced log-evidence %========================================================================== % check to see if prior oovaiances are structures %-------------------------------------------------------------------------- if isstruct(pC), pC = diag(spm_vec(pC)); end if isstruct(rC), rC = diag(spm_vec(rC)); end % fix tolerance for matrix inversions %-------------------------------------------------------------------------- if nargin < 7, TOL = 1e-8; end % Remove (a priori) null space %-------------------------------------------------------------------------- RE = rE; SE = qE; U = spm_svd(pC,1e-6); qE = U'*spm_vec(qE); pE = U'*spm_vec(pE); rE = U'*spm_vec(rE); qC = U'*qC*U; pC = U'*pC*U; rC = U'*rC*U; % preliminaries %-------------------------------------------------------------------------- qP = spm_inv(qC,TOL); pP = spm_inv(pC,TOL); rP = spm_inv(rC,TOL); sP = qP + rP - pP; sC = spm_inv(sP,TOL); pC = spm_inv(pP,TOL); sE = qP*qE + rP*rE - pP*pE; % log-evidence %-------------------------------------------------------------------------- F = spm_logdet(rP*qP*sC*pC) ... - (qE'*qP*qE + rE'*rP*rE - pE'*pP*pE - sE'*sC*sE); F = F/2; % restore full conditional density %-------------------------------------------------------------------------- if nargout > 1 pE = spm_vec(RE); rE = sC*sE; sE = U*rE + pE - U*U'*pE; sC = U*sC*U'; sE = spm_unvec(sE,SE); end