Class UnivariateMixtureEstimator.MM

  • Enclosing class:
    UnivariateMixtureEstimator

    public class UnivariateMixtureEstimator.MM
    extends java.lang.Object
    Fast univariate mixture model implementation.
    • Constructor Summary

      Constructors 
      Constructor Description
      MM()  
    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      void initializeModel​(int K, double[] values, double[] weights, java.util.Random r)
      Initializes the model.
      double logDensity​(double value)
      Computes log of density for given value.
      double loglikelihood​(double[] values, double[] weights)
      Computes loglikelihood of current model.
      double MSE()
      Returns average of squared errors for current model.
      double[][] predictIntervals​(double conf)
      Returns the interval for the given confidence value.
      double predictQuantile​(double percentage)
      Returns the quantile for the given percentage.
      java.lang.String toString()
      Returns string describing the estimator.
      • Methods inherited from class java.lang.Object

        equals, getClass, hashCode, notify, notifyAll, wait, wait, wait
    • Constructor Detail

      • MM

        public MM()
    • Method Detail

      • toString

        public java.lang.String toString()
        Returns string describing the estimator.
        Overrides:
        toString in class java.lang.Object
      • initializeModel

        public void initializeModel​(int K,
                                    double[] values,
                                    double[] weights,
                                    java.util.Random r)
        Initializes the model. Assumes K >= 1, values.length >= 1, and values.length = weights.length.
      • loglikelihood

        public double loglikelihood​(double[] values,
                                    double[] weights)
        Computes loglikelihood of current model.
      • MSE

        public double MSE()
        Returns average of squared errors for current model.
      • logDensity

        public double logDensity​(double value)
        Computes log of density for given value.
      • predictIntervals

        public double[][] predictIntervals​(double conf)
        Returns the interval for the given confidence value.
        Parameters:
        conf - the confidence value in the interval [0, 1]
        Returns:
        the interval
      • predictQuantile

        public double predictQuantile​(double percentage)
        Returns the quantile for the given percentage.
        Parameters:
        percentage - the percentage
        Returns:
        the quantile