smile.stat.distribution

Class MultivariateMixture

java.lang.Object

smile.stat.distribution.AbstractMultivariateDistribution

smile.stat.distribution.MultivariateMixture

All Implemented Interfaces:

MultivariateDistribution

Direct Known Subclasses:

MultivariateExponentialFamilyMixture

public class MultivariateMixture
extends AbstractMultivariateDistribution

The finite mixture of multivariate distributions.

Author:

Haifeng Li

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.

Constructor Summary

Constructors

Constructor and Description
MultivariateMixture(List<MultivariateMixture.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[][]	cov() The covariance matrix of distribution.
double	entropy() Shannon entropy.
List<MultivariateMixture.Component>	getComponents() Returns the list of components in the mixture.
double	logp(double[] x) The density at x in log scale, which may prevents the underflow problem.
double[]	mean() The mean vector of distribution.
int	npara() The number of parameters of the distribution.
double	p(double[] x) The probability density function for continuous distribution or probability mass function for discrete distribution at x.
int	size() Returns the number of components in the mixture.
String	toString()

Methods inherited from class smile.stat.distribution.AbstractMultivariateDistribution

likelihood, logLikelihood

Methods inherited from class java.lang.Object

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

Constructor Detail

MultivariateMixture

public MultivariateMixture(List<MultivariateMixture.Component> mixture)

Constructor.

Parameters:

mixture - a list of multivariate distributions.

Method Detail

mean

public double[] mean()

Description copied from interface: MultivariateDistribution

The mean vector of distribution.

cov

public double[][] cov()

Description copied from interface: MultivariateDistribution

The covariance matrix of distribution.

entropy

public double entropy()

Shannon entropy. Not supported.

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.

logp

public double logp(double[] x)

Description copied from interface: MultivariateDistribution

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

cdf

public double cdf(double[] x)

Description copied from interface: MultivariateDistribution

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

npara

public int npara()

Description copied from interface: MultivariateDistribution

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<MultivariateMixture.Component> getComponents()

Returns the list of components in the mixture.

toString

public String toString()

Overrides:

toString in class Object