|
SSJ V. labo. |
||||||||
| PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
| SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD | ||||||||
java.lang.Objectumontreal.iro.lecuyer.probdistmulti.ContinuousDistributionMulti
umontreal.iro.lecuyer.probdistmulti.DirichletDist
public class DirichletDist
Implements the abstract class ContinuousDistributionMulti for the
Dirichlet distribution with parameters
(α1,...,αd),
αi > 0.
The probability density is
| Constructor Summary | |
|---|---|
DirichletDist(double[] alpha)
|
|
| Method Summary | |
|---|---|
double |
density(double[] x)
. |
static double |
density(double[] alpha,
double[] x)
Computes the density of the Dirichlet distribution with parameters (α1, ..., αd). |
double[] |
getAlpha()
Returns the parameters (α1, ..., αd) of this object. |
double |
getAlpha(int i)
Returns the ith component of the alpha vector. |
double[][] |
getCorrelation()
. |
static double[][] |
getCorrelation(double[] alpha)
Computes the correlation matrix of the Dirichlet distribution with parameters (α1, ..., αd). |
double[][] |
getCovariance()
. |
static double[][] |
getCovariance(double[] alpha)
Computes the covariance matrix of the Dirichlet distribution with parameters (α1, ..., αd). |
double[] |
getMean()
. |
static double[] |
getMean(double[] alpha)
Computes the mean E[X] = αi/α0 of the Dirichlet distribution with parameters (α1, ..., αd), where α0 = ∑i=1dαi. |
static double[] |
getMLE(double[][] x,
int n,
int d)
Estimates the parameters [ hat(α_1),…, hat(α_d)] of the Dirichlet distribution using the maximum likelihood method. |
void |
setParams(double[] alpha)
Sets the parameters (α1, ..., αd) of this object. |
| Methods inherited from class umontreal.iro.lecuyer.probdistmulti.ContinuousDistributionMulti |
|---|
getDimension |
| Methods inherited from class java.lang.Object |
|---|
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Constructor Detail |
|---|
public DirichletDist(double[] alpha)
| Method Detail |
|---|
public double density(double[] x)
ContinuousDistributionMulti
density in class ContinuousDistributionMultipublic double[] getMean()
ContinuousDistributionMulti
getMean in class ContinuousDistributionMultipublic double[][] getCovariance()
ContinuousDistributionMulti
getCovariance in class ContinuousDistributionMultipublic double[][] getCorrelation()
ContinuousDistributionMulti
getCorrelation in class ContinuousDistributionMulti
public static double density(double[] alpha,
double[] x)
public static double[][] getCovariance(double[] alpha)
public static double[][] getCorrelation(double[] alpha)
public static double[] getMLE(double[][] x,
int n,
int d)
x - the list of observations to use to evaluate parametersn - the number of observations to use to evaluate parametersd - the dimension of each vector
public static double[] getMean(double[] alpha)
public double[] getAlpha()
public double getAlpha(int i)
public void setParams(double[] alpha)
|
SSJ V. labo. |
||||||||
| PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
| SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD | ||||||||