smile.stat.distribution

Class AbstractMultivariateDistribution

java.lang.Object

smile.stat.distribution.AbstractMultivariateDistribution

All Implemented Interfaces:

MultivariateDistribution

Direct Known Subclasses:

MultivariateGaussianDistribution, MultivariateMixture

public abstract class AbstractMultivariateDistribution
extends java.lang.Object
implements MultivariateDistribution

This is the base class of multivariate distributions. Likelihood and log likelihood functions are implemented here.

Constructor Summary

Constructors

Constructor and Description
AbstractMultivariateDistribution()

Method Summary

Modifier and Type	Method and Description
double	likelihood(double[][] x) The likelihood given a sample set following the distribution.
double	logLikelihood(double[][] x) The likelihood given a sample set following the distribution.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface smile.stat.distribution.MultivariateDistribution

cdf, cov, entropy, logp, mean, npara, p

Constructor Detail

AbstractMultivariateDistribution

public AbstractMultivariateDistribution()

Method Detail

likelihood

public double likelihood(double[][] x)

The likelihood given a sample set following the distribution.

Specified by:

likelihood in interface MultivariateDistribution

Parameters:

x - sample set. Each row is a sample.

logLikelihood

public double logLikelihood(double[][] x)

The likelihood given a sample set following the distribution.

Specified by:

logLikelihood in interface MultivariateDistribution

Parameters:

x - sample set. Each row is a sample.