Gaussian Mixture Distribution Constructor
Definition
Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
Overload List
Gaussian | Constructs a new Gaussian mixture distribution where all components have the same covariance matrix. |
Gaussian | Constructs a new Gaussian mixture distribution where all components have a spherical distribution. |
Gaussian | Constructs a new Gaussian mixture distribution. |
Gaussian | Constructs a new Gaussian mixture distribution where all components have a diagonal covariance matrix. |
GaussianMixtureDistribution(Vector<Double>, IList<Vector<Double>>, Matrix<Double>)
Constructs a new Gaussian mixture distribution where all components
have the same covariance matrix.
public GaussianMixtureDistribution(
Vector<double> weights,
IList<Vector<double>> means,
Matrix<double> covariance
)
Parameters
Remarks
All components have the same covariance matrix, covariance.
GaussianMixtureDistribution(Vector<Double>, IList<Vector<Double>>, Vector<Double>)
Constructs a new Gaussian mixture distribution where all components
have a spherical distribution.
public GaussianMixtureDistribution(
Vector<double> weights,
IList<Vector<double>> means,
Vector<double> variances
)
Parameters
Remarks
The covariance matrix of each component is a diagonal matrix with the corresponding element of variances on the diagonal.
GaussianMixtureDistribution(Vector<Double>, IList<Vector<Double>>, IList<Matrix<Double>>)
Constructs a new Gaussian mixture distribution.
public GaussianMixtureDistribution(
Vector<double> weights,
IList<Vector<double>> means,
IList<Matrix<double>> covariances
)
Parameters
- weights Vector<Double>
- A vector that contains the weights of the components in the mixture.
- means IList<Vector<Double>>
- A list of vectors that contain the mean vectors of the components.
- covariances IList<Matrix<Double>>
- A list of symmetrical matrices that contain the covariance matrices of the components
GaussianMixtureDistribution(Vector<Double>, IList<Vector<Double>>, IList<Vector<Double>>)
Constructs a new Gaussian mixture distribution where all components
have a diagonal covariance matrix.
public GaussianMixtureDistribution(
Vector<double> weights,
IList<Vector<double>> means,
IList<Vector<double>> variances
)
Parameters
- weights Vector<Double>
- A vector that contains the weights of the components in the mixture.
- means IList<Vector<Double>>
- A list of vectors that contain the mean vectors of the components.
- variances IList<Vector<Double>>
- A list of vectors that contain the diagonal of the covariance matrix of each component.
Remarks
The covariance matrix of each component is a diagonal matrix with the corresponding element of variances as the diagonal.