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| <div class="subTitle">org.apache.commons.math3.distribution.fitting</div> |
| <h2 title="Class MultivariateNormalMixtureExpectationMaximization" class="title">Class MultivariateNormalMixtureExpectationMaximization</h2> |
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| <li>org.apache.commons.math3.distribution.fitting.MultivariateNormalMixtureExpectationMaximization</li> |
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| <pre>public class <span class="strong">MultivariateNormalMixtureExpectationMaximization</span> |
| extends <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a></pre> |
| <div class="block">Expectation-Maximization</a> algorithm for fitting the parameters of |
| multivariate normal mixture model distributions. |
| |
| This implementation is pure original code based on <a |
| href="https://www.ee.washington.edu/techsite/papers/documents/UWEETR-2010-0002.pdf"> |
| EM Demystified: An Expectation-Maximization Tutorial</a> by Yihua Chen and Maya R. Gupta, |
| Department of Electrical Engineering, University of Washington, Seattle, WA 98195. |
| It was verified using external tools like <a |
| href="http://cran.r-project.org/web/packages/mixtools/index.html">CRAN Mixtools</a> |
| (see the JUnit test cases) but it is <strong>not</strong> based on Mixtools code at all. |
| The discussion of the origin of this class can be seen in the comments of the <a |
| href="https://issues.apache.org/jira/browse/MATH-817">MATH-817</a> JIRA issue.</div> |
| <dl><dt><span class="strong">Since:</span></dt> |
| <dd>3.2</dd> |
| <dt><span class="strong">Version:</span></dt> |
| <dd>$Id: MultivariateNormalMixtureExpectationMaximization.java 1547633 2013-12-03 23:03:06Z tn $</dd></dl> |
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| <td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/distribution/fitting/MultivariateNormalMixtureExpectationMaximization.html#MultivariateNormalMixtureExpectationMaximization(double[][])">MultivariateNormalMixtureExpectationMaximization</a></strong>(double[][] data)</code> |
| <div class="block">Creates an object to fit a multivariate normal mixture model to data.</div> |
| </td> |
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| <th class="colFirst" scope="col">Modifier and Type</th> |
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| <td class="colFirst"><code>static <a href="../../../../../../org/apache/commons/math3/distribution/MixtureMultivariateNormalDistribution.html" title="class in org.apache.commons.math3.distribution">MixtureMultivariateNormalDistribution</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/distribution/fitting/MultivariateNormalMixtureExpectationMaximization.html#estimate(double[][], int)">estimate</a></strong>(double[][] data, |
| int numComponents)</code> |
| <div class="block">Helper method to create a multivariate normal mixture model which can be |
| used to initialize <a href="../../../../../../org/apache/commons/math3/distribution/fitting/MultivariateNormalMixtureExpectationMaximization.html#fit(org.apache.commons.math3.distribution.MixtureMultivariateNormalDistribution)"><code>fit(MixtureMultivariateNormalDistribution)</code></a>.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>void</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/distribution/fitting/MultivariateNormalMixtureExpectationMaximization.html#fit(org.apache.commons.math3.distribution.MixtureMultivariateNormalDistribution)">fit</a></strong>(<a href="../../../../../../org/apache/commons/math3/distribution/MixtureMultivariateNormalDistribution.html" title="class in org.apache.commons.math3.distribution">MixtureMultivariateNormalDistribution</a> initialMixture)</code> |
| <div class="block">Fit a mixture model to the data supplied to the constructor.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>void</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/distribution/fitting/MultivariateNormalMixtureExpectationMaximization.html#fit(org.apache.commons.math3.distribution.MixtureMultivariateNormalDistribution, int, double)">fit</a></strong>(<a href="../../../../../../org/apache/commons/math3/distribution/MixtureMultivariateNormalDistribution.html" title="class in org.apache.commons.math3.distribution">MixtureMultivariateNormalDistribution</a> initialMixture, |
| int maxIterations, |
| double threshold)</code> |
| <div class="block">Fit a mixture model to the data supplied to the constructor.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/distribution/MixtureMultivariateNormalDistribution.html" title="class in org.apache.commons.math3.distribution">MixtureMultivariateNormalDistribution</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/distribution/fitting/MultivariateNormalMixtureExpectationMaximization.html#getFittedModel()">getFittedModel</a></strong>()</code> |
| <div class="block">Gets the fitted model.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/distribution/fitting/MultivariateNormalMixtureExpectationMaximization.html#getLogLikelihood()">getLogLikelihood</a></strong>()</code> |
| <div class="block">Gets the log likelihood of the data under the fitted model.</div> |
| </td> |
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| <h3>Constructor Detail</h3> |
| <a name="MultivariateNormalMixtureExpectationMaximization(double[][])"> |
| <!-- --> |
| </a> |
| <ul class="blockListLast"> |
| <li class="blockList"> |
| <h4>MultivariateNormalMixtureExpectationMaximization</h4> |
| <pre>public MultivariateNormalMixtureExpectationMaximization(double[][] data) |
| throws <a href="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a>, |
| <a href="../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a>, |
| <a href="../../../../../../org/apache/commons/math3/exception/NumberIsTooSmallException.html" title="class in org.apache.commons.math3.exception">NumberIsTooSmallException</a></pre> |
| <div class="block">Creates an object to fit a multivariate normal mixture model to data.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>data</code> - Data to use in fitting procedure</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></code> - if data has no rows</dd> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></code> - if rows of data have different numbers |
| of columns</dd> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/NumberIsTooSmallException.html" title="class in org.apache.commons.math3.exception">NumberIsTooSmallException</a></code> - if the number of columns in the data is |
| less than 2</dd></dl> |
| </li> |
| </ul> |
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| <h3>Method Detail</h3> |
| <a name="fit(org.apache.commons.math3.distribution.MixtureMultivariateNormalDistribution, int, double)"> |
| <!-- --> |
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| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>fit</h4> |
| <pre>public void fit(<a href="../../../../../../org/apache/commons/math3/distribution/MixtureMultivariateNormalDistribution.html" title="class in org.apache.commons.math3.distribution">MixtureMultivariateNormalDistribution</a> initialMixture, |
| int maxIterations, |
| double threshold) |
| throws <a href="../../../../../../org/apache/commons/math3/linear/SingularMatrixException.html" title="class in org.apache.commons.math3.linear">SingularMatrixException</a>, |
| <a href="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a>, |
| <a href="../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></pre> |
| <div class="block">Fit a mixture model to the data supplied to the constructor. |
| |
| The quality of the fit depends on the concavity of the data provided to |
| the constructor and the initial mixture provided to this function. If the |
| data has many local optima, multiple runs of the fitting function with |
| different initial mixtures may be required to find the optimal solution. |
| If a SingularMatrixException is encountered, it is possible that another |
| initialization would work.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>initialMixture</code> - Model containing initial values of weights and |
| multivariate normals</dd><dd><code>maxIterations</code> - Maximum iterations allowed for fit</dd><dd><code>threshold</code> - Convergence threshold computed as difference in |
| logLikelihoods between successive iterations</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/linear/SingularMatrixException.html" title="class in org.apache.commons.math3.linear">SingularMatrixException</a></code> - if any component's covariance matrix is |
| singular during fitting</dd> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></code> - if numComponents is less than one |
| or threshold is less than Double.MIN_VALUE</dd> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></code> - if initialMixture mean vector and data |
| number of columns are not equal</dd></dl> |
| </li> |
| </ul> |
| <a name="fit(org.apache.commons.math3.distribution.MixtureMultivariateNormalDistribution)"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>fit</h4> |
| <pre>public void fit(<a href="../../../../../../org/apache/commons/math3/distribution/MixtureMultivariateNormalDistribution.html" title="class in org.apache.commons.math3.distribution">MixtureMultivariateNormalDistribution</a> initialMixture) |
| throws <a href="../../../../../../org/apache/commons/math3/linear/SingularMatrixException.html" title="class in org.apache.commons.math3.linear">SingularMatrixException</a>, |
| <a href="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></pre> |
| <div class="block">Fit a mixture model to the data supplied to the constructor. |
| |
| The quality of the fit depends on the concavity of the data provided to |
| the constructor and the initial mixture provided to this function. If the |
| data has many local optima, multiple runs of the fitting function with |
| different initial mixtures may be required to find the optimal solution. |
| If a SingularMatrixException is encountered, it is possible that another |
| initialization would work.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>initialMixture</code> - Model containing initial values of weights and |
| multivariate normals</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/linear/SingularMatrixException.html" title="class in org.apache.commons.math3.linear">SingularMatrixException</a></code> - if any component's covariance matrix is |
| singular during fitting</dd> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></code> - if numComponents is less than one or |
| threshold is less than Double.MIN_VALUE</dd></dl> |
| </li> |
| </ul> |
| <a name="estimate(double[][], int)"> |
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| </a> |
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| <h4>estimate</h4> |
| <pre>public static <a href="../../../../../../org/apache/commons/math3/distribution/MixtureMultivariateNormalDistribution.html" title="class in org.apache.commons.math3.distribution">MixtureMultivariateNormalDistribution</a> estimate(double[][] data, |
| int numComponents) |
| throws <a href="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a>, |
| <a href="../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></pre> |
| <div class="block">Helper method to create a multivariate normal mixture model which can be |
| used to initialize <a href="../../../../../../org/apache/commons/math3/distribution/fitting/MultivariateNormalMixtureExpectationMaximization.html#fit(org.apache.commons.math3.distribution.MixtureMultivariateNormalDistribution)"><code>fit(MixtureMultivariateNormalDistribution)</code></a>. |
| |
| This method uses the data supplied to the constructor to try to determine |
| a good mixture model at which to start the fit, but it is not guaranteed |
| to supply a model which will find the optimal solution or even converge.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>data</code> - Data to estimate distribution</dd><dd><code>numComponents</code> - Number of components for estimated mixture</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>Multivariate normal mixture model estimated from the data</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/NumberIsTooLargeException.html" title="class in org.apache.commons.math3.exception">NumberIsTooLargeException</a></code> - if <code>numComponents</code> is greater |
| than the number of data rows.</dd> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/NumberIsTooSmallException.html" title="class in org.apache.commons.math3.exception">NumberIsTooSmallException</a></code> - if <code>numComponents < 2</code>.</dd> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/NotStrictlyPositiveException.html" title="class in org.apache.commons.math3.exception">NotStrictlyPositiveException</a></code> - if data has less than 2 rows</dd> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></code> - if rows of data have different numbers |
| of columns</dd></dl> |
| </li> |
| </ul> |
| <a name="getLogLikelihood()"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getLogLikelihood</h4> |
| <pre>public double getLogLikelihood()</pre> |
| <div class="block">Gets the log likelihood of the data under the fitted model.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>Log likelihood of data or zero of no data has been fit</dd></dl> |
| </li> |
| </ul> |
| <a name="getFittedModel()"> |
| <!-- --> |
| </a> |
| <ul class="blockListLast"> |
| <li class="blockList"> |
| <h4>getFittedModel</h4> |
| <pre>public <a href="../../../../../../org/apache/commons/math3/distribution/MixtureMultivariateNormalDistribution.html" title="class in org.apache.commons.math3.distribution">MixtureMultivariateNormalDistribution</a> getFittedModel()</pre> |
| <div class="block">Gets the fitted model.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>fitted model or <code>null</code> if no fit has been performed yet.</dd></dl> |
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