de.unihalle.informatik.MiToBo.math.distributions.impl

Class GaussMixDistribution

java.lang.Object

de.unihalle.informatik.MiToBo.math.distributions.impl.MixtureDistribution

de.unihalle.informatik.MiToBo.math.distributions.impl.GaussMixDistribution

All Implemented Interfaces:

EvaluatableDistribution<Jama.Matrix>, FirstOrderMoment<Jama.Matrix>, LogEvaluatableDistribution<Jama.Matrix>, LogProbabilityDensityFunction, ProbabilityDensityFunction, SamplingDistribution<Jama.Matrix>, SecondOrderCentralMoment<Jama.Matrix>, Copyable<GaussMixDistribution>

public class GaussMixDistribution
extends MixtureDistribution
implements SamplingDistribution<Jama.Matrix>, FirstOrderMoment<Jama.Matrix>, SecondOrderCentralMoment<Jama.Matrix>, Copyable<GaussMixDistribution>

A multivariate Gaussian mixture distribution.

Author:

Oliver Gress

Field Summary

Fields

Modifier and Type	Field and Description
protected Random	rand

Fields inherited from class de.unihalle.informatik.MiToBo.math.distributions.impl.MixtureDistribution

pdfs, weights

Constructor Summary

Constructors

Constructor and Description
GaussMixDistribution(GaussianDistribution[] pdfs, double[] weights, Random rand) Constructor for weighted Gaussian components
GaussMixDistribution(GaussianDistribution[] pdfs, Random rand) Constructor with equally weighted Gaussian components

Method Summary

Modifier and Type	Method and Description
GaussMixDistribution	copy()
Jama.Matrix	drawSample() Generate a new sample from this density.
Jama.Matrix	getCovariance()
Jama.Matrix	getMean()
void	setPdf(int idx, ProbabilityDensityFunction pdf)

Methods inherited from class de.unihalle.informatik.MiToBo.math.distributions.impl.MixtureDistribution

getNumOfComponents, getPdf, getWeight, getWeights, log_p, normalizeWeights, p, setWeight, setWeights

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

rand

protected Random rand

Constructor Detail

GaussMixDistribution

public GaussMixDistribution(GaussianDistribution[] pdfs,
                            Random rand)

Constructor with equally weighted Gaussian components

Parameters:

pdfs - Gaussian distributions

rand - random generator for sampling

GaussMixDistribution

public GaussMixDistribution(GaussianDistribution[] pdfs,
                            double[] weights,
                            Random rand)
                     throws IllegalArgumentException

Constructor for weighted Gaussian components

Parameters:

pdfs - Gaussian distributions

weights - weights of Gaussian distributions

rand - random generator for sampling

Throws:

IllegalArgumentException - if length of pdfs- and weights-array differs

Method Detail

copy

public GaussMixDistribution copy()

Specified by:

copy in interface Copyable<GaussMixDistribution>

getCovariance

public Jama.Matrix getCovariance()

Specified by:

getCovariance in interface SecondOrderCentralMoment<Jama.Matrix>

getMean

public Jama.Matrix getMean()

Specified by:

getMean in interface FirstOrderMoment<Jama.Matrix>

setPdf

public void setPdf(int idx,
                   ProbabilityDensityFunction pdf)
            throws IllegalArgumentException

Overrides:

setPdf in class MixtureDistribution

Throws:

IllegalArgumentException

drawSample

public Jama.Matrix drawSample()

Description copied from interface: SamplingDistribution

Generate a new sample from this density. This method should create a new object.

Specified by:

drawSample in interface SamplingDistribution<Jama.Matrix>

Returns:

new sample object