Package org.apache.commons.math4.legacy.distribution

Class MixtureMultivariateRealDistribution<T extends MultivariateRealDistribution>

java.lang.Object

org.apache.commons.math4.legacy.distribution.AbstractMultivariateRealDistribution

org.apache.commons.math4.legacy.distribution.MixtureMultivariateRealDistribution<T>

Type Parameters:

T - Type of the mixture components.

All Implemented Interfaces:

MultivariateRealDistribution

Direct Known Subclasses:

MixtureMultivariateNormalDistribution

public class MixtureMultivariateRealDistribution<T extends MultivariateRealDistribution>
extends AbstractMultivariateRealDistribution

Class for representing mixture model distributions.

Since:

3.1

Nested Class Summary

Nested classes/interfaces inherited from interface org.apache.commons.math4.legacy.distribution.MultivariateRealDistribution

MultivariateRealDistribution.Sampler

Constructor Summary

Constructors

Constructor	Description
MixtureMultivariateRealDistribution(List<Pair<Double,T>> components)	Creates a mixture model from a list of distributions and their associated weights.

Method Summary

Modifier and Type	Method	Description
MultivariateRealDistribution.Sampler	createSampler(org.apache.commons.rng.UniformRandomProvider rng)	Creates a sampler.
double	density(double[] values)	Returns the probability density function (PDF) of this distribution evaluated at the specified point x.
List<Pair<Double,T>>	getComponents()	Gets the distributions that make up the mixture model.

Methods inherited from class org.apache.commons.math4.legacy.distribution.AbstractMultivariateRealDistribution

getDimension, sample

Methods inherited from class java.lang.Object

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

Constructor Detail

MixtureMultivariateRealDistribution

public MixtureMultivariateRealDistribution(List<Pair<Double,T>> components)

Creates a mixture model from a list of distributions and their associated weights.

Parameters:

components - Distributions from which to sample.

Throws:

NotPositiveException - if any of the weights is negative.

DimensionMismatchException - if not all components have the same number of variables.

Method Detail

density

public double density(double[] values)

Returns the probability density function (PDF) of this distribution evaluated at the specified point x. In general, the PDF is the derivative of the cumulative distribution function. If the derivative does not exist at x, then an appropriate replacement should be returned, e.g. Double.POSITIVE_INFINITY, Double.NaN, or the limit inferior or limit superior of the difference quotient.

Parameters:

values - Point at which the PDF is evaluated.

Returns:

the value of the probability density function at point x.

getComponents

public List<Pair<Double,T>> getComponents()

Gets the distributions that make up the mixture model.

Returns:

the component distributions and associated weights.

createSampler

public MultivariateRealDistribution.Sampler createSampler(org.apache.commons.rng.UniformRandomProvider rng)

Creates a sampler.

Specified by:

createSampler in interface MultivariateRealDistribution

Specified by:

createSampler in class AbstractMultivariateRealDistribution

Parameters:

rng - Generator of uniformly distributed numbers.

Returns:

a sampler that produces random numbers according this distribution.