Class ExponentialMixtureDistribution
- java.lang.Object
-
- dev.nm.stat.hmm.mixture.distribution.ExponentialMixtureDistribution
-
- All Implemented Interfaces:
MixtureDistribution
public class ExponentialMixtureDistribution extends Object implements MixtureDistribution
The HMM states use the Exponential distribution to model the observations.- See Also:
- dev.nm.stat.distribution.univariate.ExponentialDistribution
- ref/hmm/hmm_M_step1
- Wikipedia: ExponentialDistribution distribution
-
-
Constructor Summary
Constructors Constructor Description ExponentialMixtureDistribution(Double[] rates)
Constructs an Exponential distribution for each state in the HMM model.
-
Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description Double[]
getMStepParams(double[] observations, Vector[] u)
Maximize, for each state, the log-likelihood of the distribution with respect to the observations and current estimators.Double[]
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.
-
-
-
Constructor Detail
-
ExponentialMixtureDistribution
public ExponentialMixtureDistribution(Double[] rates)
Constructs an Exponential distribution for each state in the HMM model.- Parameters:
rates
- the rates
-
-
Method Detail
-
getParams
public Double[] getParams()
Description copied from interface:MixtureDistribution
Get the parameters, for each state, of the distribution.- Specified by:
getParams
in interfaceMixtureDistribution
- Returns:
- the parameters, for each state, of the distribution
-
newRandomNumberGenerators
public RandomNumberGenerator[] newRandomNumberGenerators()
Description copied from interface:MixtureDistribution
Get the random number generators corresponding to the distributions (possibly differently parameterized) for all states.- Specified by:
newRandomNumberGenerators
in interfaceMixtureDistribution
- Returns:
- the random number generators corresponding to the distributions
-
newDistributions
public ProbabilityDistribution[] newDistributions()
Description copied from interface:MixtureDistribution
Get the distributions (possibly differently parameterized) for all states.- Specified by:
newDistributions
in interfaceMixtureDistribution
- Returns:
- the distributions
-
getMStepParams
public Double[] getMStepParams(double[] observations, Vector[] u)
Description copied from interface:MixtureDistribution
Maximize, for each state, the log-likelihood of the distribution with respect to the observations and current estimators.- Specified by:
getMStepParams
in interfaceMixtureDistribution
- Parameters:
observations
- the observationsu
- this is in eq. (4.13) of Zucchini and MacDonald (2009), p. 65- Returns:
- the MLE estimators
-
newMixtureDistribution
public MixtureDistribution newMixtureDistribution(Object[] param)
Description copied from interface:MixtureDistribution
Construct a new distribution from a set of parameters, one set per state.- Specified by:
newMixtureDistribution
in interfaceMixtureDistribution
- Parameters:
param
- the parameters of the distribution, one set per state- Returns:
- a new HMM distribution
-
-