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Diffstat (limited to 'src/main/java/org/apache/commons/math3/distribution/MixtureMultivariateNormalDistribution.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/distribution/MixtureMultivariateNormalDistribution.java | 104 |
1 files changed, 104 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/distribution/MixtureMultivariateNormalDistribution.java b/src/main/java/org/apache/commons/math3/distribution/MixtureMultivariateNormalDistribution.java new file mode 100644 index 0000000..547d349 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/distribution/MixtureMultivariateNormalDistribution.java @@ -0,0 +1,104 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ +package org.apache.commons.math3.distribution; + +import org.apache.commons.math3.exception.DimensionMismatchException; +import org.apache.commons.math3.exception.NotPositiveException; +import org.apache.commons.math3.random.RandomGenerator; +import org.apache.commons.math3.util.Pair; + +import java.util.ArrayList; +import java.util.List; + +/** + * Multivariate normal mixture distribution. This class is mainly syntactic sugar. + * + * @see MixtureMultivariateRealDistribution + * @since 3.2 + */ +public class MixtureMultivariateNormalDistribution + extends MixtureMultivariateRealDistribution<MultivariateNormalDistribution> { + + /** + * Creates a multivariate normal mixture distribution. + * + * <p><b>Note:</b> this constructor will implicitly create an instance of {@link + * org.apache.commons.math3.random.Well19937c Well19937c} as random generator to be used for + * sampling only (see {@link #sample()} and {@link #sample(int)}). In case no sampling is needed + * for the created distribution, it is advised to pass {@code null} as random generator via the + * appropriate constructors to avoid the additional initialisation overhead. + * + * @param weights Weights of each component. + * @param means Mean vector for each component. + * @param covariances Covariance matrix for each component. + */ + public MixtureMultivariateNormalDistribution( + double[] weights, double[][] means, double[][][] covariances) { + super(createComponents(weights, means, covariances)); + } + + /** + * Creates a mixture model from a list of distributions and their associated weights. + * + * <p><b>Note:</b> this constructor will implicitly create an instance of {@link + * org.apache.commons.math3.random.Well19937c Well19937c} as random generator to be used for + * sampling only (see {@link #sample()} and {@link #sample(int)}). In case no sampling is needed + * for the created distribution, it is advised to pass {@code null} as random generator via the + * appropriate constructors to avoid the additional initialisation overhead. + * + * @param components List of (weight, distribution) pairs from which to sample. + */ + public MixtureMultivariateNormalDistribution( + List<Pair<Double, MultivariateNormalDistribution>> components) { + super(components); + } + + /** + * Creates a mixture model from a list of distributions and their associated weights. + * + * @param rng Random number generator. + * @param components Distributions from which to sample. + * @throws NotPositiveException if any of the weights is negative. + * @throws DimensionMismatchException if not all components have the same number of variables. + */ + public MixtureMultivariateNormalDistribution( + RandomGenerator rng, List<Pair<Double, MultivariateNormalDistribution>> components) + throws NotPositiveException, DimensionMismatchException { + super(rng, components); + } + + /** + * @param weights Weights of each component. + * @param means Mean vector for each component. + * @param covariances Covariance matrix for each component. + * @return the list of components. + */ + private static List<Pair<Double, MultivariateNormalDistribution>> createComponents( + double[] weights, double[][] means, double[][][] covariances) { + final List<Pair<Double, MultivariateNormalDistribution>> mvns = + new ArrayList<Pair<Double, MultivariateNormalDistribution>>(weights.length); + + for (int i = 0; i < weights.length; i++) { + final MultivariateNormalDistribution dist = + new MultivariateNormalDistribution(means[i], covariances[i]); + + mvns.add(new Pair<Double, MultivariateNormalDistribution>(weights[i], dist)); + } + + return mvns; + } +} |