public class NormalMixtureDistribution extends Object implements MixtureDistribution
NormalDistribution,
| Modifier and Type | Class and Description |
|---|---|
static class |
NormalMixtureDistribution.Lambda
the Normal distribution parameters
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| Constructor and Description |
|---|
NormalMixtureDistribution(NormalMixtureDistribution.Lambda[] lambda)
Constructs a Normal distribution for each state in the HMM model.
|
NormalMixtureDistribution(NormalMixtureDistribution.Lambda[] lambda,
boolean isMuEstimated,
boolean isSigmaEstimated)
Constructs a Normal distribution for each state in the HMM model.
|
| Modifier and Type | Method and Description |
|---|---|
NormalMixtureDistribution.Lambda[] |
getMStepParams(double[] observations,
Vector[] u)
Maximize, for each state, the log-likelihood of the distribution with
respect to the observations and current estimators.
|
NormalMixtureDistribution.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 NormalMixtureDistribution(NormalMixtureDistribution.Lambda[] lambda, boolean isMuEstimated, boolean isSigmaEstimated)
lambda - the distribution parametersisMuEstimated - indicate whether parameter mu is to be
estimatedisSigmaEstimated - indicate whether parameter sigma is to be
estimatedpublic NormalMixtureDistribution(NormalMixtureDistribution.Lambda[] lambda)
lambda - the distribution parameterspublic NormalMixtureDistribution.Lambda[] getParams()
MixtureDistributiongetParams in interface MixtureDistributionpublic RandomNumberGenerator[] newRandomNumberGenerators()
MixtureDistributionnewRandomNumberGenerators in interface MixtureDistributionpublic ProbabilityDistribution[] newDistributions()
MixtureDistributionnewDistributions in interface MixtureDistributionpublic NormalMixtureDistribution.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.