public class NormalMixture extends MixtureDistribution
For more information see:
Wang, Y (2000). A new approach to fitting linear models in high dimensional spaces. Hamilton, New Zealand.
@phdthesis{Wang2000,
address = {Hamilton, New Zealand},
author = {Wang, Y},
school = {Department of Computer Science, University of Waikato},
title = {A new approach to fitting linear models in high dimensional spaces},
year = {2000}
}
@inproceedings{Wang2002,
address = {Sydney, Australia},
author = {Wang, Y. and Witten, I. H.},
booktitle = {Proceedings of the Nineteenth International Conference in Machine Learning},
pages = {650-657},
title = {Modeling for optimal probability prediction},
year = {2002}
}
NNMMethod, PMMethod| Constructor and Description |
|---|
NormalMixture()
Contructs an empty NormalMixture
|
| Modifier and Type | Method and Description |
|---|---|
double |
empiricalBayesEstimate(double x)
Returns the empirical Bayes estimate of a single value.
|
DoubleVector |
empiricalBayesEstimate(DoubleVector x)
Returns the empirical Bayes estimate of a vector.
|
double |
f(double x)
Computes the value of f(x) given the mixture.
|
DoubleVector |
f(DoubleVector x)
Computes the value of f(x) given the mixture, where x is a vector.
|
PaceMatrix |
fittingIntervals(DoubleVector data)
Contructs the set of fitting intervals for mixture estimation.
|
java.lang.String |
getRevision()
Returns the revision string.
|
double |
getSeparatingThreshold()
Gets the separating threshold value.
|
double |
getTrimingThreshold()
Gets the triming thresholding value.
|
double |
h(double x)
Computes the value of h(x) given the mixture.
|
DoubleVector |
h(DoubleVector x)
Computes the value of h(x) given the mixture, where x is a vector.
|
double |
hf(double x)
Computes the value of h(x) / f(x) given the mixture.
|
static void |
main(java.lang.String[] args)
Method to test this class
|
DoubleVector |
nestedEstimate(DoubleVector x)
Returns the optimal nested model estimate of a vector.
|
PaceMatrix |
probabilityMatrix(DoubleVector s,
PaceMatrix intervals)
Contructs the probability matrix for mixture estimation, given a set
of support points and a set of intervals.
|
boolean |
separable(DoubleVector data,
int i0,
int i1,
double x)
Return true if a value can be considered for mixture estimatino
separately from the data indexed between i0 and i1
|
void |
setSeparatingThreshold(double t)
Sets the separating threshold value
|
void |
setTrimingThreshold(double t)
Sets the triming thresholding value.
|
DoubleVector |
subsetEstimate(DoubleVector x)
Returns the estimate of optimal subset selection.
|
DoubleVector |
supportPoints(DoubleVector data,
int ne)
Contructs the set of support points for mixture estimation.
|
java.lang.String |
toString()
Converts to a string
|
void |
trim(DoubleVector x)
Trims the small values of the estaimte
|
empiricalProbability, fit, fit, fitForSingleCluster, getMixingDistribution, getTechnicalInformation, setMixingDistributionpublic double getSeparatingThreshold()
public void setSeparatingThreshold(double t)
t - the threshold valuepublic double getTrimingThreshold()
public void setTrimingThreshold(double t)
t - the triming thresholdingpublic boolean separable(DoubleVector data, int i0, int i1, double x)
separable in class MixtureDistributiondata - the data supposedly generated from the mixturei0 - the index of the first element in the groupi1 - the index of the last element in the groupx - the valuepublic DoubleVector supportPoints(DoubleVector data, int ne)
supportPoints in class MixtureDistributiondata - the data supposedly generated from the mixturene - the number of extra data that are suppposedly discarded
earlier and not passed into herepublic PaceMatrix fittingIntervals(DoubleVector data)
fittingIntervals in class MixtureDistributiondata - the data supposedly generated from the mixturepublic PaceMatrix probabilityMatrix(DoubleVector s, PaceMatrix intervals)
probabilityMatrix in class MixtureDistributions - the set of support pointsintervals - the intervalspublic double empiricalBayesEstimate(double x)
x - the valuepublic DoubleVector empiricalBayesEstimate(DoubleVector x)
x - the vectorpublic DoubleVector nestedEstimate(DoubleVector x)
x - the vectorpublic DoubleVector subsetEstimate(DoubleVector x)
x - the vectorpublic void trim(DoubleVector x)
x - the estimate vectorpublic double hf(double x)
x - the valuepublic double h(double x)
x - the valuepublic DoubleVector h(DoubleVector x)
x - the vectorpublic double f(double x)
x - the valuepublic DoubleVector f(DoubleVector x)
x - the vectorpublic java.lang.String toString()
toString in class MixtureDistributionpublic java.lang.String getRevision()
public static void main(java.lang.String[] args)
args - the commandline arguments - ignored