Class ExponentialFamily
- java.lang.Object
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- dev.nm.stat.distribution.univariate.exponentialfamily.ExponentialFamily
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- Direct Known Subclasses:
NormalOfExpFamily1
,NormalOfExpFamily2
public class ExponentialFamily extends Object
The exponential family is an important class of probability distributions sharing this particular form. \[ f_X(x|\boldsymbol \theta) = h(x) \exp\Big(\boldsymbol\eta({\boldsymbol \theta}) \cdot \mathbf{T}(x) - A({\boldsymbol \theta}) \Big) \]- See Also:
- Wikipedia: Exponential family
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Constructor Summary
Constructors Constructor Description 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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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description ProbabilityDistribution
getDistribution(Vector theta)
Construct a probability distribution in the exponential family.
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Constructor Detail
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ExponentialFamily
public ExponentialFamily(UnivariateRealFunction h, RealVectorFunction eta, AbstractR1RnFunction T, RealScalarFunction A)
Construct a factory to construct probability distribution in the exponential family of this form. \[ f_X(x|\boldsymbol \theta) = h(x) \exp\Big(\boldsymbol\eta({\boldsymbol \theta}) \cdot \mathbf{T}(x) - A({\boldsymbol \theta}) \Big) \]- Parameters:
h
- the normalizing functioneta
- the natural parameterT
- the sufficient statisticA
- the log-partition function
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Method Detail
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getDistribution
public ProbabilityDistribution getDistribution(Vector theta)
Construct a probability distribution in the exponential family.- Parameters:
theta
- the parameter- Returns:
- a fully specified probability distribution, \(f_X(x|\boldsymbol \theta)\)
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