public interface MixtureDistribution
Modifier and Type | Method and Description |
---|---|
Object[] |
getMStepParams(double[] observations,
Vector[] u)
Maximize, for each state, the log-likelihood of the distribution with
respect to the observations and current estimators.
|
Object[] |
getParams()
Get the parameters, for each state, of the distribution.
|
ProbabilityDistribution[] |
newDistributions()
Get the distributions (possibly differently parameterized) for all
states.
|
MixtureDistribution |
newMixtureDistribution(Object[] lambda)
Construct a new distribution from a set of parameters, one set per state.
|
RandomNumberGenerator[] |
newRandomNumberGenerators()
Get the random number generators corresponding to the distributions
(possibly differently parameterized) for all states.
|
Object[] getParams()
ProbabilityDistribution[] newDistributions()
RandomNumberGenerator[] newRandomNumberGenerators()
Object[] getMStepParams(double[] observations, Vector[] u)
observations
- the observationsu
- this is in eq. (4.13) of Zucchini and MacDonald (2009), p. 65MixtureDistribution newMixtureDistribution(Object[] lambda)
lambda
- the parameters of the distribution, one set per stateCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.