# SuanShu, a Java numerical and statistical library

com.numericalmethod.suanshu.stats.hmm.mixture.distribution

## Interface MixtureDistribution

• ### Method Summary

All Methods
Modifier and Type Method and Description
Object[] getMStepParams(double[] observations, Vector[] u)
Maximize, for each state, the log-likelihood of the distribution with respect to the observations and current estimators.
Object[] getParams()
Get the parameters, for each state, of the distribution.
ProbabilityDistribution[] newDistributions()
Get the distributions (possibly differently parameterized) for all states.
MixtureDistribution newMixtureDistribution(Object[] lambda)
Construct a new distribution from a set of parameters, one set per state.
RandomNumberGenerator[] newRandomNumberGenerators()
Get the random number generators corresponding to the distributions (possibly differently parameterized) for all states.
• ### Method Detail

• #### getParams

Object[] getParams()
Get the parameters, for each state, of the distribution.
Returns:
the parameters, for each state, of the distribution
• #### newDistributions

ProbabilityDistribution[] newDistributions()
Get the distributions (possibly differently parameterized) for all states.
Returns:
the distributions
• #### newRandomNumberGenerators

RandomNumberGenerator[] newRandomNumberGenerators()
Get the random number generators corresponding to the distributions (possibly differently parameterized) for all states.
Returns:
the random number generators corresponding to the distributions
• #### getMStepParams

Object[] getMStepParams(double[] observations,
Vector[] u)
Maximize, for each state, the log-likelihood of the distribution with respect to the observations and current estimators.
Parameters:
observations - the observations
u - this is in eq. (4.13) of Zucchini and MacDonald (2009), p. 65
Returns:
the MLE estimators
• #### newMixtureDistribution

MixtureDistribution newMixtureDistribution(Object[] lambda)
Construct a new distribution from a set of parameters, one set per state.
Parameters:
lambda - the parameters of the distribution, one set per state
Returns:
a new HMM distribution