public class BetaMixtureDistribution extends Object implements MixtureDistribution
| Modifier and Type | Class and Description |
|---|---|
static class |
BetaMixtureDistribution.Lambda
the Beta distribution parameters
|
| Constructor and Description |
|---|
BetaMixtureDistribution(BetaMixtureDistribution.Lambda[] lambda,
boolean isAlphaEstimated,
boolean isBetaEstimated,
double epsilon,
int maxIterations)
Constructs a Beta distribution for each state in the HMM model.
|
BetaMixtureDistribution(BetaMixtureDistribution.Lambda[] lambda,
int maxIterations)
Constructs a Beta distribution for each state in the HMM model.
|
| Modifier and Type | Method and Description |
|---|---|
BetaMixtureDistribution.Lambda[] |
getMStepParams(double[] observations,
Vector[] u)
Maximize, for each state, the log-likelihood of the distribution with
respect to the observations and current estimators.
|
BetaMixtureDistribution.Lambda[] |
getParams()
Get the parameters, for each state, of the distribution.
|
ProbabilityDistribution[] |
newDistributions()
Get the distributions (possibly differently parameterized) for all
states.
|
MixtureDistribution |
newMixtureDistribution(Object[] param)
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.
|
public BetaMixtureDistribution(BetaMixtureDistribution.Lambda[] lambda, boolean isAlphaEstimated, boolean isBetaEstimated, double epsilon, int maxIterations)
lambda - the distribution parametersisAlphaEstimated - indicate whether parameter alpha is to be
estimatedisBetaEstimated - indicate whether parameter beta 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 BetaMixtureDistribution(BetaMixtureDistribution.Lambda[] lambda, int maxIterations)
lambda - the distribution parametersmaxIterations - the maximum number of iterations in each M-steppublic BetaMixtureDistribution.Lambda[] getParams()
MixtureDistributiongetParams in interface MixtureDistributionpublic RandomNumberGenerator[] newRandomNumberGenerators()
MixtureDistributionnewRandomNumberGenerators in interface MixtureDistributionpublic ProbabilityDistribution[] newDistributions()
MixtureDistributionnewDistributions in interface MixtureDistributionpublic BetaMixtureDistribution.Lambda[] getMStepParams(double[] observations, Vector[] u)
MixtureDistributiongetMStepParams in interface MixtureDistributionobservations - the observationsu - this is in eq. (4.13) of Zucchini and MacDonald (2009), p. 65public MixtureDistribution newMixtureDistribution(Object[] param)
MixtureDistributionnewMixtureDistribution in interface MixtureDistributionparam - the parameters of the distribution, one set per stateCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.