public class MixtureMultivariateNormalDistribution extends MixtureMultivariateRealDistribution<MultivariateNormalDistribution>
MixtureMultivariateRealDistributionrandom| Constructor and Description |
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MixtureMultivariateNormalDistribution(double[] weights,
double[][] means,
double[][][] covariances)
Creates a multivariate normal mixture distribution.
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MixtureMultivariateNormalDistribution(List<Pair<Double,MultivariateNormalDistribution>> components)
Creates a mixture model from a list of distributions and their
associated weights.
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MixtureMultivariateNormalDistribution(RandomGenerator rng,
List<Pair<Double,MultivariateNormalDistribution>> components)
Creates a mixture model from a list of distributions and their
associated weights.
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density, getComponents, reseedRandomGenerator, samplegetDimension, samplepublic MixtureMultivariateNormalDistribution(double[] weights,
double[][] means,
double[][][] covariances)
weights - Weights of each component.means - Mean vector for each component.covariances - Covariance matrix for each component.public MixtureMultivariateNormalDistribution(List<Pair<Double,MultivariateNormalDistribution>> components)
components - List of (weight, distribution) pairs from which to sample.public MixtureMultivariateNormalDistribution(RandomGenerator rng, List<Pair<Double,MultivariateNormalDistribution>> components) throws NotPositiveException, DimensionMismatchException
rng - Random number generator.components - Distributions from which to sample.NotPositiveException - if any of the weights is negative.DimensionMismatchException - if not all components have the same
number of variables.Copyright © 2003–2014 The Apache Software Foundation. All rights reserved.