Class DiscreteMixture
java.lang.Object
smile.stat.distribution.DiscreteDistribution
smile.stat.distribution.DiscreteMixture
- All Implemented Interfaces:
Serializable, Distribution
- Direct Known Subclasses:
DiscreteExponentialFamilyMixture
The finite mixture of discrete distributions.
- See Also:
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Nested Class Summary
Nested ClassesModifier and TypeClassDescriptionstatic final recordA component in the mixture distribution is defined by a distribution and its weight in the mixture. -
Field Summary
FieldsModifier and TypeFieldDescriptionfinal DiscreteMixture.Component[]The components of finite mixture model. -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptiondoublebic(double[] data) Returns the BIC score.doublecdf(double x) Cumulative distribution function.doubleentropy()Shannon's entropy.intlength()Returns the number of parameters of the distribution.doublelogp(int x) The probability mass function in log scale.intmap(int x) Returns the index of component with maximum a posteriori probability.doublemean()Returns the mean of distribution.doublep(int x) The probability mass function.double[]posteriori(int x) Returns the posteriori probabilities.doublequantile(double p) The quantile, the probability to the left of quantile is p.doublerand()Generates a random number following this distribution.intsize()Returns the number of components in the mixture.toString()doublevariance()Returns the variance of distribution.Methods inherited from class DiscreteDistribution
likelihood, logLikelihood, logp, p, quantile, randi, randiMethods inherited from class Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, waitMethods inherited from interface Distribution
inverseTransformSampling, likelihood, logLikelihood, quantile, quantile, rand, rejectionSampling, sd
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Field Details
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components
The components of finite mixture model.
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Constructor Details
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DiscreteMixture
Constructor.- Parameters:
components- a list of discrete distributions.
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Method Details
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posteriori
public double[] posteriori(int x) Returns the posteriori probabilities.- Parameters:
x- an integer value.- Returns:
- the posteriori probabilities.
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map
public int map(int x) Returns the index of component with maximum a posteriori probability.- Parameters:
x- an integer value.- Returns:
- the index of component with maximum a posteriori probability.
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mean
public double mean()Description copied from interface:DistributionReturns the mean of distribution.- Returns:
- The mean.
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variance
public double variance()Description copied from interface:DistributionReturns the variance of distribution.- Returns:
- The variance.
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entropy
public double entropy()Shannon's entropy. Not supported.- Returns:
- Shannon entropy.
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p
public double p(int x) Description copied from class:DiscreteDistributionThe probability mass function.- Specified by:
pin classDiscreteDistribution- Parameters:
x- a real value.- Returns:
- the probability.
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logp
public double logp(int x) Description copied from class:DiscreteDistributionThe probability mass function in log scale.- Specified by:
logpin classDiscreteDistribution- Parameters:
x- a real value.- Returns:
- the log probability.
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cdf
public double cdf(double x) Description copied from interface:DistributionCumulative distribution function. That is the probability to the left of x.- Parameters:
x- a real number.- Returns:
- the probability.
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rand
public double rand()Description copied from interface:DistributionGenerates a random number following this distribution.- Returns:
- a random number.
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quantile
public double quantile(double p) Description copied from interface:DistributionThe quantile, the probability to the left of quantile is p. It is actually the inverse of cdf.- Parameters:
p- the probability.- Returns:
- the quantile.
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length
public int length()Description copied from interface:DistributionReturns the number of parameters of the distribution. The "length" is in the sense of the minimum description length principle.- Returns:
- The number of parameters.
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size
public int size()Returns the number of components in the mixture.- Returns:
- the number of components in the mixture.
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bic
public double bic(double[] data) Returns the BIC score.- Parameters:
data- the data to calculate likelihood.- Returns:
- the BIC score.
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toString
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