Interface MixtureDistribution

    • Method Detail

      • getParams

        Object[] getParams()
        Get the parameters, for each state, of the distribution.
        Returns:
        the parameters, for each state, of the distribution
      • newDistributions

        ProbabilityDistribution[] newDistributions()
        Get the distributions (possibly differently parameterized) for all states.
        Returns:
        the distributions
      • newRandomNumberGenerators

        RandomNumberGenerator[] newRandomNumberGenerators()
        Get the random number generators corresponding to the distributions (possibly differently parameterized) for all states.
        Returns:
        the random number generators corresponding to the distributions
      • getMStepParams

        Object[] getMStepParams​(double[] observations,
                                Vector[] u)
        Maximize, for each state, the log-likelihood of the distribution with respect to the observations and current estimators.
        Parameters:
        observations - the observations
        u - this is in eq. (4.13) of Zucchini and MacDonald (2009), p. 65
        Returns:
        the MLE estimators
      • newMixtureDistribution

        MixtureDistribution newMixtureDistribution​(Object[] lambda)
        Construct a new distribution from a set of parameters, one set per state.
        Parameters:
        lambda - the parameters of the distribution, one set per state
        Returns:
        a new HMM distribution