smile.stat.distribution

Class MultivariateMixture

java.lang.Object

smile.stat.distribution.MultivariateMixture

All Implemented Interfaces:

java.io.Serializable, MultivariateDistribution

Direct Known Subclasses:

MultivariateExponentialFamilyMixture

public class MultivariateMixture
extends java.lang.Object
implements MultivariateDistribution

The finite mixture of multivariate distributions.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	MultivariateMixture.Component A component in the mixture distribution is defined by a distribution and its weight in the mixture.

Field Summary

Fields

Modifier and Type	Field and Description
MultivariateMixture.Component[]	components The components of finite mixture model.

Constructor Summary

Constructors

Constructor and Description
MultivariateMixture(MultivariateMixture.Component... components) Constructor.

Method Summary

Modifier and Type	Method and Description
double	bic(double[][] data) BIC score of the mixture for given data.
double	cdf(double[] x) Cumulative distribution function.
Matrix	cov() The covariance matrix of distribution.
double	entropy() Shannon entropy.
int	length() The number of parameters of the distribution.
double	logp(double[] x) The density at x in log scale, which may prevents the underflow problem.
int	map(double[] x) Returns the index of component with maximum a posteriori probability.
double[]	mean() The mean vector of distribution.
double	p(double[] x) The probability density function for continuous distribution or probability mass function for discrete distribution at x.
double[]	posteriori(double[] x) Returns the posteriori probabilities.
int	size() Returns the number of components in the mixture.
java.lang.String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface smile.stat.distribution.MultivariateDistribution

likelihood, logLikelihood

Field Detail

components

public final MultivariateMixture.Component[] components

The components of finite mixture model.

Constructor Detail

MultivariateMixture

public MultivariateMixture(MultivariateMixture.Component... components)

Constructor.

Parameters:

components - a list of multivariate distributions.

Method Detail

posteriori

public double[] posteriori(double[] x)

Returns the posteriori probabilities.

map

public int map(double[] x)

Returns the index of component with maximum a posteriori probability.

mean

public double[] mean()

Description copied from interface: MultivariateDistribution

The mean vector of distribution.

Specified by:

mean in interface MultivariateDistribution

cov

public Matrix cov()

Description copied from interface: MultivariateDistribution

The covariance matrix of distribution.

Specified by:

cov in interface MultivariateDistribution

entropy

public double entropy()

Shannon entropy. Not supported.

Specified by:

entropy in interface MultivariateDistribution

p

public double p(double[] x)

Description copied from interface: MultivariateDistribution

The probability density function for continuous distribution or probability mass function for discrete distribution at x.

Specified by:

p in interface MultivariateDistribution

logp

public double logp(double[] x)

Description copied from interface: MultivariateDistribution

The density at x in log scale, which may prevents the underflow problem.

Specified by:

logp in interface MultivariateDistribution

cdf

public double cdf(double[] x)

Description copied from interface: MultivariateDistribution

Cumulative distribution function. That is the probability to the left of x.

Specified by:

cdf in interface MultivariateDistribution

length

public int length()

Description copied from interface: MultivariateDistribution

The number of parameters of the distribution. The "length" is in the sense of the minimum description length principle.

Specified by:

length in interface MultivariateDistribution

size

public int size()

Returns the number of components in the mixture.

bic

public double bic(double[][] data)

BIC score of the mixture for given data.

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object