GaussianMixtureDistribution Class

Represents a multivariate distribution that is a mixture of multivariate normal distributions.

Definition

Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C# 
public class GaussianMixtureDistribution : MultivariateContinuousDistribution
Inheritance
Object  →  MultivariateContinuousDistribution  →  GaussianMixtureDistribution

Constructors

GaussianMixtureDistribution(Vector<Double>, IList<Vector<Double>>, Matrix<Double>) Constructs a new Gaussian mixture distribution where all components have the same covariance matrix.
GaussianMixtureDistribution(Vector<Double>, IList<Vector<Double>>, Vector<Double>) Constructs a new Gaussian mixture distribution where all components have a spherical distribution.
GaussianMixtureDistribution(Vector<Double>, IList<Vector<Double>>, IList<Matrix<Double>>) Constructs a new Gaussian mixture distribution.
GaussianMixtureDistribution(Vector<Double>, IList<Vector<Double>>, IList<Vector<Double>>) Constructs a new Gaussian mixture distribution where all components have a diagonal covariance matrix.

Properties

Order Gets the number of dimensions of the distribution.
(Inherited from MultivariateContinuousDistribution)

Methods

DistributionFunction Returns the cumulative distribution function (CDF) of this distribution for the specified value.
EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
FillSample(Random, Vector<Double>) Fills a vector with a random sample from the distribution.
(Inherited from MultivariateContinuousDistribution)
FillSample(Random, Double[]) Fills a Double array with random numbers.
(Inherited from MultivariateContinuousDistribution)
FillSampleCore Fills a vector with a random sample from the distribution.
(Overrides MultivariateContinuousDistribution.FillSampleCore(Random, Vector<Double>))
FillSamples Fills the rows of a matrix with random samples from the distribution.
(Inherited from MultivariateContinuousDistribution)
FinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetMeans Returns the mean or expectation value of the distribution.
(Overrides MultivariateContinuousDistribution.GetMeans())
GetTypeGets the Type of the current instance.
(Inherited from Object)
GetVarianceCovarianceMatrix Returns the variance of the distribution.
(Overrides MultivariateContinuousDistribution.GetVarianceCovarianceMatrix())
LogProbabilityDensityFunction Returns the natural logarithm of the probability density function (PDF) of this distribution for the specified value.
(Overrides MultivariateContinuousDistribution.LogProbabilityDensityFunction(Vector<Double>))
MemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
ProbabilityDensityFunction Returns the value of the probability density function (PDF) of this distribution for the specified value.
(Inherited from MultivariateContinuousDistribution)
Sample(Random) Returns a random sample from the distribution.
(Inherited from MultivariateContinuousDistribution)
Sample(Random, Int32) Returns a matrix with random samples from the distribution.
(Inherited from MultivariateContinuousDistribution)
ToStringReturns a string that represents the current object.
(Inherited from Object)

See Also