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#ifndef _theplu_yat_statistics_gaussian_mixture_ |
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#define _theplu_yat_statistics_gaussian_mixture_ |
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// $Id$ |
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/* |
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Copyright (C) 2017, 2022 Peter Johansson |
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This file is part of the yat library, http://dev.thep.lu.se/yat |
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The yat library is free software; you can redistribute it and/or |
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modify it under the terms of the GNU General Public License as |
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published by the Free Software Foundation; either version 3 of the |
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License, or (at your option) any later version. |
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The yat library is distributed in the hope that it will be useful, |
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but WITHOUT ANY WARRANTY; without even the implied warranty of |
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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General Public License for more details. |
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You should have received a copy of the GNU General Public License |
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along with yat. If not, see <http://www.gnu.org/licenses/>. |
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*/ |
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#include <yat/utility/Vector.h> |
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#include <cstddef> |
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#include <vector> |
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namespace theplu { |
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namespace yat { |
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namespace utility { |
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class Matrix; |
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} |
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namespace statistics { |
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/** |
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\brief Data modelled as mixture of Gaussian distributions. |
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Data are modelled as |
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\f$ P(x) = \sum_i^n \alpha_i \mathcal{N}(m_i, \sigma_i) \f$ |
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|
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\since New in yat 0.15 |
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*/ |
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class GaussianMixture |
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{ |
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public: |
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/** |
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add \a n data points of value \a x |
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*/ |
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void add(double x, unsigned long int n=1); |
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/** |
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\return alpha from ith gaussian |
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*/ |
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double alpha(size_t i) const; |
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/** |
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\return Cumulative probability that \f$ X \le x \f$ |
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*/ |
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double cdf_P(double x) const; |
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/** |
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\brief Clear all data |
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*/ |
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void clear(void); |
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/** |
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\brief fit the model |
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\param n number of gaussians in model |
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*/ |
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void fit(size_t n); |
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/** |
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Fit the model usng the passed variables as initial parameters |
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in the search. |
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\since New in yat 0.20 |
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*/ |
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void fit(const utility::Vector& alpha, const utility::Vector& mean, |
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const utility::Vector& sigma); |
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/** |
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\return mean |
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*/ |
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double mean(void) const; |
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/** |
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\return mean of ith gaussian |
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*/ |
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double mean(size_t i) const; |
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/** |
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\return Value at x for probability densisty function |
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*/ |
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double pdf(double x) const; |
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/** |
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\return standard deviation of ith gaussian |
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*/ |
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double std(size_t i) const; |
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private: |
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struct data_type |
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{ |
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data_type(double x, unsigned long int n); |
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double x; |
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unsigned long int n; |
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}; |
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std::vector<data_type> data_; |
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utility::Vector alpha_; |
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utility::Vector mean_; |
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utility::Vector sigma_; |
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void calculate_posterior(utility::Matrix& h) const; |
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void fit(void); |
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void update_model(const utility::Matrix& h); |
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}; |
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}}} // of namespace statistics, yat, and theplu |
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#endif |