Class ExponentialMixtureDistribution

    • 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 interface MixtureDistribution
        Returns:
        the parameters, for each state, of the distribution
      • 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 interface MixtureDistribution
        Parameters:
        observations - the observations
        u - this is in eq. (4.13) of Zucchini and MacDonald (2009), p. 65
        Returns:
        the MLE estimators