smile.stat.distribution

Class DiscreteMixture

java.lang.Object

smile.stat.distribution.AbstractDistribution

smile.stat.distribution.DiscreteDistribution

smile.stat.distribution.DiscreteMixture

All Implemented Interfaces:

Distribution

Direct Known Subclasses:

DiscreteExponentialFamilyMixture

public class DiscreteMixture
extends DiscreteDistribution

The finite mixture of discrete distributions.

Author:

Haifeng Li

Nested Class Summary

Nested Classes

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

Constructor Summary

Constructors

Constructor and Description
DiscreteMixture(List<DiscreteMixture.Component> mixture) Constructor.

Method Summary

Methods

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.
double	entropy() Shannon entropy.
List<DiscreteMixture.Component>	getComponents() Returns the list of components in the mixture.
double	logp(int x) The probability mass function in log scale.
double	mean() The mean of distribution.
int	npara() The number of parameters of the distribution.
double	p(int x) The probability mass function.
double	quantile(double p) The quantile, the probability to the left of quantile is p.
double	rand() Generates a random number following this distribution.
double	sd() The standard deviation of distribution.
int	size() Returns the number of components in the mixture.
String	toString()
double	var() The variance of distribution.

Methods inherited from class smile.stat.distribution.DiscreteDistribution

likelihood, logLikelihood, logp, p, quantile

Methods inherited from class smile.stat.distribution.AbstractDistribution

inverseTransformSampling, likelihood, logLikelihood, quantile, quantile, rejection

Methods inherited from class java.lang.Object

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

Constructor Detail

DiscreteMixture

public DiscreteMixture(List<DiscreteMixture.Component> mixture)

Constructor.

Parameters:

mixture - a list of discrete distributions.

Method Detail

mean

public double mean()

Description copied from interface: Distribution

The mean of distribution.

var

public double var()

Description copied from interface: Distribution

The variance of distribution.

sd

public double sd()

Description copied from interface: Distribution

The standard deviation of distribution.

entropy

public double entropy()

Shannon entropy. Not supported.

p

public double p(int x)

Description copied from class: DiscreteDistribution

The probability mass function.

Specified by:

p in class DiscreteDistribution

logp

public double logp(int x)

Description copied from class: DiscreteDistribution

The probability mass function in log scale.

Specified by:

logp in class DiscreteDistribution

cdf

public double cdf(double x)

Description copied from interface: Distribution

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

rand

public double rand()

Description copied from interface: Distribution

Generates a random number following this distribution.

quantile

public double quantile(double p)

Description copied from interface: Distribution

The quantile, the probability to the left of quantile is p. It is actually the inverse of cdf.

npara

public int npara()

Description copied from interface: Distribution

The number of parameters of the distribution.

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.

getComponents

public List<DiscreteMixture.Component> getComponents()

Returns the list of components in the mixture.

toString

public String toString()

Overrides:

toString in class Object