public class MultivariateExponentialFamily extends Object
Constructor and Description |
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MultivariateExponentialFamily(RealScalarFunction h,
RealVectorFunction eta,
RealVectorFunction T,
RealScalarFunction A)
Construct a factory to construct probability distribution in the exponential family of this
form.
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Modifier and Type | Method and Description |
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MultivariateProbabilityDistribution |
getDistribution(Vector theta)
Construct a probability distribution in the exponential family.
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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.