public class MultivariateExponentialFamily extends Object
| Constructor and Description |
|---|
MultivariateExponentialFamily(RealScalarFunction h,
RealVectorFunction eta,
RealVectorFunction T,
RealScalarFunction A)
Construct a factory to construct probability distribution in the exponential family of this
form.
|
| Modifier and Type | Method and Description |
|---|---|
MultivariateProbabilityDistribution |
getDistribution(Vector theta)
Construct a probability distribution in the exponential family.
|
public MultivariateExponentialFamily(RealScalarFunction h, RealVectorFunction eta, RealVectorFunction T, RealScalarFunction A)
h - the normalizing functioneta - the natural parameterT - the sufficient statisticA - the log-partition functionpublic MultivariateProbabilityDistribution getDistribution(Vector theta)
theta - the parameterCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.