public class MultivariateMixture extends java.lang.Object implements MultivariateDistribution
Modifier and Type | Class and Description |
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static class |
MultivariateMixture.Component
A component in the mixture distribution is defined by a distribution
and its weight in the mixture.
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Modifier and Type | Field and Description |
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MultivariateMixture.Component[] |
components
The components of finite mixture model.
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Constructor and Description |
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MultivariateMixture(MultivariateMixture.Component... components)
Constructor.
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Modifier and Type | Method and Description |
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double |
bic(double[][] data)
BIC score of the mixture for given data.
|
double |
cdf(double[] x)
Cumulative distribution function.
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Matrix |
cov()
The covariance matrix of distribution.
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double |
entropy()
Shannon entropy.
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int |
length()
The number of parameters of the distribution.
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double |
logp(double[] x)
The density at x in log scale, which may prevents the underflow problem.
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int |
map(double[] x)
Returns the index of component with maximum a posteriori probability.
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double[] |
mean()
The mean vector of distribution.
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double |
p(double[] x)
The probability density function for continuous distribution
or probability mass function for discrete distribution at x.
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double[] |
posteriori(double[] x)
Returns the posteriori probabilities.
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int |
size()
Returns the number of components in the mixture.
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java.lang.String |
toString() |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
likelihood, logLikelihood
public final MultivariateMixture.Component[] components
public MultivariateMixture(MultivariateMixture.Component... components)
components
- a list of multivariate distributions.public double[] posteriori(double[] x)
public int map(double[] x)
public double[] mean()
MultivariateDistribution
mean
in interface MultivariateDistribution
public Matrix cov()
MultivariateDistribution
cov
in interface MultivariateDistribution
public double entropy()
entropy
in interface MultivariateDistribution
public double p(double[] x)
MultivariateDistribution
p
in interface MultivariateDistribution
public double logp(double[] x)
MultivariateDistribution
logp
in interface MultivariateDistribution
public double cdf(double[] x)
MultivariateDistribution
cdf
in interface MultivariateDistribution
public int length()
MultivariateDistribution
length
in interface MultivariateDistribution
public int size()
public double bic(double[][] data)
public java.lang.String toString()
toString
in class java.lang.Object