Data modelled as mixture of Gaussian distributions. More...

#include <yat/statistics/GaussianMixture.h>

Public Member Functions
void	add (double x, unsigned long int n=1)

double	alpha (size_t i) const

double	cdf_P (double x) const

void	clear (void)
	Clear all data.

void	fit (size_t n)
	fit the model More...

void	fit (const utility::Vector &alpha, const utility::Vector &mean, const utility::Vector &sigma)

double	mean (void) const

double	mean (size_t i) const

double	pdf (double x) const

double	std (size_t i) const

Detailed Description

Data modelled as mixture of Gaussian distributions.

Data are modelled as $P(x) = \sum_i^n \alpha_i \mathcal{N}(m_i, \sigma_i)$

Since: New in yat 0.15

Member Function Documentation

◆ add()

void theplu::yat::statistics::GaussianMixture::add	(	double	x,
		unsigned long int	n = `1`
	)

add n data points of value x

◆ alpha()

double theplu::yat::statistics::GaussianMixture::alpha ( size_t i ) const

Returns: alpha from ith gaussian

◆ cdf_P()

double theplu::yat::statistics::GaussianMixture::cdf_P ( double x ) const

Returns: Cumulative probability that $X \le x$

◆ fit() [1/2]

void theplu::yat::statistics::GaussianMixture::fit ( size_t n )

fit the model

Parameters

n	number of gaussians in model

◆ fit() [2/2]

void theplu::yat::statistics::GaussianMixture::fit	(	const utility::Vector &	alpha,
		const utility::Vector &	mean,
		const utility::Vector &	sigma
	)

Fit the model usng the passed variables as initial parameters in the search.

Since: New in yat 0.20

◆ mean() [1/2]

double theplu::yat::statistics::GaussianMixture::mean ( void ) const

Returns: mean

◆ mean() [2/2]

double theplu::yat::statistics::GaussianMixture::mean ( size_t i ) const

Returns: mean of ith gaussian

◆ pdf()

double theplu::yat::statistics::GaussianMixture::pdf ( double x ) const

Returns: Value at x for probability densisty function

◆ std()

double theplu::yat::statistics::GaussianMixture::std ( size_t i ) const

Returns: standard deviation of ith gaussian

The documentation for this class was generated from the following file:

yat/statistics/GaussianMixture.h

Public Member Functions