GaussianMixtureDistribution Constructor

Definition

Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

Overload List

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.

GaussianMixtureDistribution(Vector<Double>, IList<Vector<Double>>, Matrix<Double>)

Constructs a new Gaussian mixture distribution where all components have the same covariance matrix.
C# 
public GaussianMixtureDistribution(
	Vector<double> weights,
	IList<Vector<double>> means,
	Matrix<double> covariance
)

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.
covariance  Matrix<Double>
The covariance matrix of the component distributions.

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.
C# 
public GaussianMixtureDistribution(
	Vector<double> weights,
	IList<Vector<double>> means,
	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  Vector<Double>
A vector that contains the variance of each component.

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.
C# 
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.
C# 
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.

See Also