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

Class MixtureDistribution

java.lang.Object

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

All Implemented Interfaces:

EvaluatableDistribution<Jama.Matrix>, LogEvaluatableDistribution<Jama.Matrix>, LogProbabilityDensityFunction, ProbabilityDensityFunction

Direct Known Subclasses:

GaussMixDistribution

public class MixtureDistribution
extends Object
implements ProbabilityDensityFunction, LogProbabilityDensityFunction

A distribution represented by a mixture of distributions

Author:

Oliver Gress

Field Summary

Fields

Modifier and Type	Field and Description
protected ProbabilityDensityFunction[]	pdfs
double[]	weights

Constructor Summary

Constructors

Constructor and Description
MixtureDistribution(ProbabilityDensityFunction[] pdfs)
MixtureDistribution(ProbabilityDensityFunction[] pdfs, double[] weights) Constructor

Method Summary

Modifier and Type	Method and Description
int	getNumOfComponents()
ProbabilityDensityFunction	getPdf(int idx)
double	getWeight(int idx)
double[]	getWeights()
double	log_p(Jama.Matrix x) Evaluate natural logarithm of p(X) at location x. log(P(X=x))
void	normalizeWeights() Normalize weights
double	p(Jama.Matrix x) Evaluate p(X) at location x.
void	setPdf(int idx, ProbabilityDensityFunction pdf)
void	setWeight(int idx, double weight)
void	setWeights(double[] weights)

Methods inherited from class java.lang.Object

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

Field Detail

pdfs

protected ProbabilityDensityFunction[] pdfs

weights

public double[] weights

Constructor Detail

MixtureDistribution

public MixtureDistribution(ProbabilityDensityFunction[] pdfs)

MixtureDistribution

public MixtureDistribution(ProbabilityDensityFunction[] pdfs,
                           double[] weights)
                    throws IllegalArgumentException

Constructor

Parameters:

pdfs - individual distributions in the mixture

weights - weights of the individual distributions

Throws:

IllegalArgumentException - if pdf- and weight-array have different length

Method Detail

p

public double p(Jama.Matrix x)

Description copied from interface: EvaluatableDistribution

Evaluate p(X) at location x. P(X=x)

Specified by:

p in interface EvaluatableDistribution<Jama.Matrix>

Parameters:

x - realization of random variable X

Returns:

value of p(X) at x

log_p

public double log_p(Jama.Matrix x)

Description copied from interface: LogEvaluatableDistribution

Evaluate natural logarithm of p(X) at location x. log(P(X=x))

Specified by:

log_p in interface LogEvaluatableDistribution<Jama.Matrix>

Parameters:

x - realization of random variable X

Returns:

value of log(p(X)) at x

normalizeWeights

public void normalizeWeights()

Normalize weights

getNumOfComponents

public int getNumOfComponents()

getWeight

public double getWeight(int idx)

setWeight

public void setWeight(int idx,
                      double weight)

getWeights

public double[] getWeights()

setWeights

public void setWeights(double[] weights)

getPdf

public ProbabilityDensityFunction getPdf(int idx)

setPdf

public void setPdf(int idx,
                   ProbabilityDensityFunction pdf)