public class GammaMixtureDistribution extends Object implements MixtureDistribution
Modifier and Type | Class and Description |
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static class |
GammaMixtureDistribution.Lambda
the Gamma distribution parameters
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Constructor and Description |
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GammaMixtureDistribution(GammaMixtureDistribution.Lambda[] lambda,
boolean isShapeEstimated,
boolean isScaleEstimated,
double epsilon,
int maxIterations)
Constructs a Gamma distribution for each state in the HMM model.
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GammaMixtureDistribution(GammaMixtureDistribution.Lambda[] lambda,
int maxIterations)
Constructs a Gamma distribution for each state in the HMM model.
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Modifier and Type | Method and Description |
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GammaMixtureDistribution.Lambda[] |
getMStepParams(double[] observations,
Vector[] u)
Maximize, for each state, the log-likelihood of the distribution with
respect to the observations and current estimators.
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GammaMixtureDistribution.Lambda[] |
getParams()
Get the parameters, for each state, of the distribution.
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ProbabilityDistribution[] |
newDistributions()
Get the distributions (possibly differently parameterized) for all
states.
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MixtureDistribution |
newMixtureDistribution(Object[] param)
Construct a new distribution from a set of parameters, one set per state.
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RandomNumberGenerator[] |
newRandomNumberGenerators()
Get the random number generators corresponding to the distributions
(possibly differently parameterized) for all states.
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public GammaMixtureDistribution(GammaMixtureDistribution.Lambda[] lambda, boolean isShapeEstimated, boolean isScaleEstimated, double epsilon, int maxIterations)
lambda
- the distribution parametersisShapeEstimated
- indicate whether the shape parameter k
is
to be estimatedisScaleEstimated
- indicate whether the scale parameter
theta
is to be estimatedepsilon
- a precision parameter: when a number |x| ≤ ε,
it is considered 0maxIterations
- the maximum number of iterations in each M-steppublic GammaMixtureDistribution(GammaMixtureDistribution.Lambda[] lambda, int maxIterations)
lambda
- the distribution parametersmaxIterations
- the maximum number of iterations in each M-steppublic GammaMixtureDistribution.Lambda[] getParams()
MixtureDistribution
getParams
in interface MixtureDistribution
public RandomNumberGenerator[] newRandomNumberGenerators()
MixtureDistribution
newRandomNumberGenerators
in interface MixtureDistribution
public ProbabilityDistribution[] newDistributions()
MixtureDistribution
newDistributions
in interface MixtureDistribution
public GammaMixtureDistribution.Lambda[] getMStepParams(double[] observations, Vector[] u)
MixtureDistribution
getMStepParams
in interface MixtureDistribution
observations
- the observationsu
- this is in eq. (4.13) of Zucchini and MacDonald (2009), p. 65public MixtureDistribution newMixtureDistribution(Object[] param)
MixtureDistribution
newMixtureDistribution
in interface MixtureDistribution
param
- the parameters of the distribution, one set per stateCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.