public class ExponentialFamily extends Object
Constructor and Description |
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ExponentialFamily(UnivariateRealFunction h,
RealVectorFunction eta,
AbstractR1RnFunction 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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ProbabilityDistribution |
getDistribution(Vector theta)
Construct a probability distribution in the exponential family.
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public ExponentialFamily(UnivariateRealFunction h, RealVectorFunction eta, AbstractR1RnFunction T, RealScalarFunction A)
h
- the normalizing functioneta
- the natural parameterT
- the sufficient statisticA
- the log-partition functionpublic ProbabilityDistribution getDistribution(Vector theta)
theta
- the parameterCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.