public interface ExponentialFamily
The Cauchy, Laplace, and uniform families of distributions are not exponential families. The Weibull distribution is not an exponential family unless the shape parameter is known.
The purpose of this interface is mainly to define the method M that is the Maximization step in the EM algorithm. Note that distributions of exponential family has the close-form solutions in the EM algorithm. With this interface, we may allow the mixture contains distributions of different form as long as it is from exponential family.
Modifier and Type | Method and Description |
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Mixture.Component |
M(double[] x,
double[] posteriori)
The M step in the EM algorithm, which depends the specific distribution.
|
Mixture.Component M(double[] x, double[] posteriori)
x
- the input data for estimationposteriori
- the posteriori probability.