Package | Description |
---|---|
gov.sandia.cognition.learning.algorithm.hmm |
Provides hidden Markov model (HMM) algorithms.
|
gov.sandia.cognition.learning.function.categorization |
Provides functions that output a discrete set of categories.
|
gov.sandia.cognition.statistics |
Provides the inheritance hierarchy for general statistical methods and distributions.
|
gov.sandia.cognition.statistics.bayesian |
Provides algorithms for computing Bayesian estimates of parameters.
|
gov.sandia.cognition.statistics.distribution |
Provides statistical distributions.
|
gov.sandia.cognition.statistics.montecarlo |
Provides Monte Carlo procedures for numerical integration and sampling.
|
Modifier and Type | Class and Description |
---|---|
class |
HiddenMarkovModel<ObservationType>
A discrete-state Hidden Markov Model (HMM) with either continuous
or discrete observations.
|
class |
ParallelHiddenMarkovModel<ObservationType>
A Hidden Markov Model with parallelized processing.
|
Modifier and Type | Class and Description |
---|---|
class |
MaximumAPosterioriCategorizer<ObservationType,CategoryType>
Categorizer that returns the category with the highest posterior likelihood
for a given observation.
|
Modifier and Type | Class and Description |
---|---|
class |
AbstractIncrementalEstimator<DataType,DistributionType extends Distribution<? extends DataType>,SufficientStatisticsType extends SufficientStatistic<DataType,DistributionType>>
Partial implementation of
IncrementalEstimator . |
interface |
DistributionEstimator<ObservationType,DistributionType extends Distribution<? extends ObservationType>>
A BatchLearner that estimates a Distribution.
|
interface |
DistributionParameter<ParameterType,ConditionalType extends Distribution<?>>
Allows access to a parameter within a closed-form distribution, given by
the high-level String value.
|
interface |
DistributionWeightedEstimator<ObservationType,DistributionType extends Distribution<? extends ObservationType>>
A BatchLearner that estimates a Distribution from a Collection of
weighted data.
|
interface |
IncrementalEstimator<DataType,DistributionType extends Distribution<? extends DataType>,SufficientStatisticsType extends SufficientStatistic<? super DataType,? extends DistributionType>>
An estimator of a Distribution that uses SufficientStatistic to arrive
at its result.
|
Modifier and Type | Interface and Description |
---|---|
interface |
ClosedFormComputableDiscreteDistribution<DataType>
A discrete, closed-form Distribution with a PMF.
|
interface |
ClosedFormComputableDistribution<DataType>
A closed-form Distribution that also has an associated distribution function.
|
interface |
ClosedFormCumulativeDistributionFunction<DomainType extends java.lang.Number>
Functionality of a cumulative distribution function that's defined with
closed-form parameters.
|
interface |
ClosedFormDiscreteUnivariateDistribution<DomainType extends java.lang.Number>
A ClosedFormUnivariateDistribution that is also a DiscreteDistribution
|
interface |
ClosedFormDistribution<DataType>
Defines a distribution that is described a parameterized mathematical
equation.
|
interface |
ClosedFormUnivariateDistribution<NumberType extends java.lang.Number>
Defines the functionality associated with a closed-form scalar distribution.
|
interface |
ComputableDistribution<DomainType>
A type of Distribution that has an associated distribution function,
either a PDF or PMF.
|
interface |
CumulativeDistributionFunction<NumberType extends java.lang.Number>
Functionality of a cumulative distribution function.
|
interface |
DataDistribution<DataType>
A distribution of data from which we can sample and perform Ring operations.
|
static interface |
DataDistribution.PMF<KeyType>
Interface for the probability mass function (PMF) of a data distribution.
|
interface |
DiscreteDistribution<DataType>
A Distribution with a countable domain (input) set.
|
interface |
DistributionWithMean<DataType>
A Distribution that has a well-defined mean, or first central moment.
|
interface |
EstimableDistribution<ObservationType,DistributionType extends EstimableDistribution<ObservationType,? extends DistributionType>>
A Distribution that has an estimator associated with it, typically a
closed-form estimator.
|
interface |
EstimableWeightedDistribution<ObservationType,DistributionType extends EstimableWeightedDistribution<ObservationType,? extends DistributionType>>
A Distribution that has an estimator associated with it, typically a
closed-form estimator, that can estimate the distribution from weighted data.
|
interface |
IntegerDistribution
Defines a distribution over natural numbers.
|
interface |
InvertibleCumulativeDistributionFunction<NumberType extends java.lang.Number>
A cumulative distribution function that is empirically invertible.
|
interface |
ProbabilityDensityFunction<DataType>
Defines a probability density function.
|
interface |
ProbabilityFunction<DataType>
A Distribution that has an evaluate method that indicates p(x), such as
a probability density function or a probability mass function (but NOT
a cumulative distribution function).
|
interface |
ProbabilityMassFunction<DataType>
The
ProbabilityMassFunction interface defines the functionality of
a probability mass function. |
interface |
RandomVariable<DataType>
Describes the functionality of a random variable.
|
interface |
SmoothCumulativeDistributionFunction
This defines a CDF that has an associated derivative, which is its PDF.
|
interface |
SmoothUnivariateDistribution
A closed-form scalar distribution that is also smooth.
|
interface |
UnivariateDistribution<NumberType extends java.lang.Number>
A Distribution that takes Doubles as inputs and can compute its variance.
|
interface |
UnivariateProbabilityDensityFunction
A PDF that takes doubles as input.
|
Modifier and Type | Class and Description |
---|---|
class |
AbstractClosedFormIntegerDistribution
An abstract class for closed-form integer distributions.
|
class |
AbstractClosedFormSmoothUnivariateDistribution
Partial implementation of SmoothUnivariateDistribution
|
class |
AbstractClosedFormUnivariateDistribution<NumberType extends java.lang.Number>
Partial implementation of a ClosedFormUnivariateDistribution.
|
class |
AbstractDataDistribution<KeyType>
An abstract implementation of the
DataDistribution interface. |
class |
AbstractDistribution<DataType>
Partial implementation of Distribution.
|
class |
AbstractRandomVariable<DataType>
Partial implementation of RandomVariable.
|
class |
UnivariateRandomVariable
This is an implementation of a RandomVariable for scalar distributions.
|
Modifier and Type | Method and Description |
---|---|
protected void |
DefaultDistributionParameter.assignParameterMethods(Distribution<?> conditionalDistribution,
java.lang.String parameterName)
Assigns the getter and setter from the given conditionalDistribution and parameter
name.
|
Modifier and Type | Class and Description |
---|---|
class |
AbstractBayesianParameter<ParameterType,ConditionalType extends ClosedFormDistribution<?>,PriorType extends Distribution<ParameterType>>
Partial implementation of BayesianParameter
|
interface |
BayesianEstimator<ObservationType,ParameterType,PosteriorType extends Distribution<? extends ParameterType>>
A type of estimation procedure based on Bayes's rule, which allows us
to estimate the uncertainty of parameters given a set of observations
that we are given.
|
interface |
BayesianEstimatorPredictor<ObservationType,ParameterType,PosteriorType extends Distribution<? extends ParameterType>>
A BayesianEstimator that can also compute the predictive distribution of
new data given the posterior.
|
interface |
BayesianParameter<ParameterType,ConditionalType extends Distribution<?>,PriorType extends Distribution<ParameterType>>
A parameter from a Distribution that has an assumed Distribution of
values.
|
interface |
BayesianParameter<ParameterType,ConditionalType extends Distribution<?>,PriorType extends Distribution<ParameterType>>
A parameter from a Distribution that has an assumed Distribution of
values.
|
interface |
BayesianRegression<OutputType,PosteriorType extends Distribution<? extends Vector>>
A type of regression algorithm maps a Vector space, and the
weights of this Vector space are represented as a posterior distribution
given the observed InputOutputPairs.
|
class |
DefaultBayesianParameter<ParameterType,ConditionalType extends ClosedFormDistribution<?>,PriorType extends Distribution<ParameterType>>
Default implementation of BayesianParameter using reflection.
|
interface |
RecursiveBayesianEstimator<ObservationType,ParameterType,BeliefType extends Distribution<ParameterType>>
A recursive Bayesian estimator is an estimation method that uses the
previous belief of the system parameter and a single observation to refine
the estimate of the system parameter.
|
Modifier and Type | Class and Description |
---|---|
class |
AdaptiveRejectionSampling.UpperEnvelope
Constructs the upper envelope for sampling.
|
Modifier and Type | Method and Description |
---|---|
static <ParameterType,ConditionalType extends ClosedFormDistribution<?>,PriorType extends Distribution<ParameterType>> |
DefaultBayesianParameter.create(ConditionalType conditionalDistribution,
java.lang.String parameterName,
PriorType parameterPrior)
Creates a new instance of DefaultBayesianParameter
|
Modifier and Type | Method and Description |
---|---|
Distribution<OutputType> |
BayesianRegression.createConditionalDistribution(Vectorizable input,
Vector weights)
Creates the distribution from which the outputs are generated, given
the weights and the input to consider.
|
Modifier and Type | Method and Description |
---|---|
static <ObservationType,ParameterType> |
BayesianUtil.sample(ClosedFormDistribution<ObservationType> conditional,
java.lang.String parameterName,
Distribution<ParameterType> prior,
java.util.Random random,
int numSamples)
Samples from the given BayesianParameter by first sampling the prior
distribution, then updating the conditional distribution, then sampling
from the updated conditional distribution.
|
Modifier and Type | Method and Description |
---|---|
static <ObservationType,ParameterType> |
BayesianUtil.sample(BayesianParameter<ParameterType,? extends Distribution<ObservationType>,? extends Distribution<ParameterType>> parameter,
java.util.Random random,
int numSamples)
Samples from the given BayesianParameter by first sampling the prior
distribution, then updating the conditional distribution, then sampling
from the updated conditional distribution.
|
static <ObservationType,ParameterType> |
BayesianUtil.sample(BayesianParameter<ParameterType,? extends Distribution<ObservationType>,? extends Distribution<ParameterType>> parameter,
java.util.Random random,
int numSamples)
Samples from the given BayesianParameter by first sampling the prior
distribution, then updating the conditional distribution, then sampling
from the updated conditional distribution.
|
Modifier and Type | Class and Description |
---|---|
class |
LinearMixtureModel<DataType,DistributionType extends Distribution<DataType>>
A linear mixture of RandomVariables, with a prior probability distribution.
|
Modifier and Type | Class and Description |
---|---|
class |
BernoulliDistribution
A Bernoulli distribution, which takes a value of "1" with probability "p"
and value of "0" with probability "1-p".
|
static class |
BernoulliDistribution.CDF
CDF of a Bernoulli distribution.
|
static class |
BernoulliDistribution.PMF
PMF of the Bernoulli distribution.
|
class |
BetaBinomialDistribution
A Binomial distribution where the binomial parameter, p, is set according
to a Beta distribution instead of a single value.
|
static class |
BetaBinomialDistribution.CDF
CDF of BetaBinomialDistribution
|
static class |
BetaBinomialDistribution.PMF
PMF of the BetaBinomialDistribution
|
class |
BetaDistribution
Computes the Beta-family of probability distributions.
|
static class |
BetaDistribution.CDF
CDF of the Beta-family distribution
|
static class |
BetaDistribution.PDF
Beta distribution probability density function
|
class |
BinomialDistribution
Binomial distribution, which is a collection of Bernoulli trials
|
static class |
BinomialDistribution.CDF
CDF of the Binomial distribution, which is the probability of getting
up to "x" successes in "N" trials with a Bernoulli probability of "p"
|
static class |
BinomialDistribution.PMF
The Probability Mass Function of a binomial distribution.
|
class |
CategoricalDistribution
The Categorical Distribution is the multivariate generalization of the
Bernoulli distribution, where the outcome of an experiment is a one-of-N
output, where the output is a selector Vector.
|
static class |
CategoricalDistribution.PMF
PMF of the Categorical Distribution
|
class |
CauchyDistribution
A Cauchy Distribution is the ratio of two Gaussian Distributions, sometimes
known as the Lorentz distribution.
|
static class |
CauchyDistribution.CDF
CDF of the CauchyDistribution.
|
static class |
CauchyDistribution.PDF
PDF of the CauchyDistribution.
|
class |
ChineseRestaurantProcess
A Chinese Restaurant Process is a discrete stochastic processes that
partitions data points to clusters.
|
static class |
ChineseRestaurantProcess.PMF
PMF of the Chinese Restaurant Process
|
class |
ChiSquareDistribution
Describes a Chi-Square Distribution.
|
static class |
ChiSquareDistribution.CDF
Cumulative Distribution Function (CDF) of a Chi-Square Distribution
|
static class |
ChiSquareDistribution.PDF
PDF of the Chi-Square distribution
|
class |
DataCountTreeSetBinnedMapHistogram<ValueType extends java.lang.Comparable<? super ValueType>>
The
DataCountTreeSetBinnedMapHistogram class extends a
DefaultDataDistribution by mapping values to user defined bins
using a TreeSetBinner . |
class |
DefaultDataDistribution<KeyType>
A default implementation of
ScalarDataDistribution that uses a
backing map. |
static class |
DefaultDataDistribution.PMF<KeyType>
PMF of the DefaultDataDistribution
|
class |
DeterministicDistribution
A deterministic distribution that returns samples at a single point.
|
static class |
DeterministicDistribution.CDF
CDF of the deterministic distribution.
|
static class |
DeterministicDistribution.PMF
PMF of the deterministic distribution.
|
class |
DirichletDistribution
The Dirichlet distribution is the multivariate generalization of the beta
distribution.
|
static class |
DirichletDistribution.PDF
PDF of the Dirichlet distribution.
|
class |
ExponentialDistribution
An Exponential distribution describes the time between events in a poisson
process, resulting in a memoryless distribution.
|
static class |
ExponentialDistribution.CDF
CDF of the ExponentialDistribution.
|
static class |
ExponentialDistribution.PDF
PDF of the ExponentialDistribution.
|
class |
GammaDistribution
Class representing the Gamma distribution.
|
static class |
GammaDistribution.CDF
CDF of the Gamma distribution
|
static class |
GammaDistribution.PDF
Closed-form PDF of the Gamma distribution
|
class |
GeometricDistribution
The geometric distribution models the number of successes before the first
failure occurs under an independent succession of Bernoulli tests.
|
static class |
GeometricDistribution.CDF
CDF of the Geometric distribution
|
static class |
GeometricDistribution.PMF
PMF of the Geometric distribution
|
class |
InverseGammaDistribution
Defines an inverse-gamma distribution.
|
static class |
InverseGammaDistribution.CDF
CDF of the inverseRootFinder-gamma distribution.
|
static class |
InverseGammaDistribution.PDF
PDF of the inverseRootFinder-Gamma distribution.
|
class |
InverseWishartDistribution
The Inverse-Wishart distribution is the multivariate generalization of the
inverse-gamma distribution.
|
static class |
InverseWishartDistribution.PDF
PDF of the Inverse-Wishart distribution, though I have absolutely no
idea why anybody would evaluate the PDF of an Inverse-Wishart...
|
class |
KolmogorovDistribution
Contains the Cumulative Distribution Function description for the "D"
statistic used within the Kolmogorov-Smirnov test.
|
static class |
KolmogorovDistribution.CDF
Contains the Cumulative Distribution Function description for the "D"
statistic used within the Kolmogorov-Smirnov test.
|
class |
LaplaceDistribution
A Laplace distribution, sometimes called a double exponential distribution.
|
static class |
LaplaceDistribution.CDF
CDF of the Laplace distribution.
|
static class |
LaplaceDistribution.PDF
The PDF of a Laplace Distribution.
|
class |
LinearMixtureModel<DataType,DistributionType extends Distribution<DataType>>
A linear mixture of RandomVariables, with a prior probability distribution.
|
class |
LogisticDistribution
A implementation of the scalar logistic distribution, which measures the
log-odds of a binary event.
|
static class |
LogisticDistribution.CDF
CDF of the LogisticDistribution
|
static class |
LogisticDistribution.PDF
PDF of the LogisticDistribution
|
class |
LogNormalDistribution
Log-Normal distribution PDF and CDF implementations.
|
static class |
LogNormalDistribution.CDF
CDF of the Log-Normal Distribution
|
static class |
LogNormalDistribution.PDF
PDF of a Log-normal distribution
|
static class |
MixtureOfGaussians.PDF
PDF of the MixtureOfGaussians
|
class |
MultinomialDistribution
A multinomial distribution is the multivariate/multiclass generalization
of the Binomial distribution.
|
static class |
MultinomialDistribution.PMF
Probability Mass Function of the Multinomial Distribution.
|
class |
MultivariateGaussian
The MultivariateGaussian class implements a multidimensional Gaussian
distribution that contains a mean vector and a covariance matrix.
|
static class |
MultivariateGaussian.PDF
PDF of a multivariate Gaussian
|
class |
MultivariateGaussianInverseGammaDistribution
A distribution where the mean is selected by a multivariate Gaussian and
a variance parameter (either for a univariate Gaussian or isotropic Gaussian)
is determined by an Inverse-Gamma distribution.
|
class |
MultivariateMixtureDensityModel<DistributionType extends ClosedFormComputableDistribution<Vector>>
A LinearMixtureModel of multivariate distributions with associated PDFs.
|
static class |
MultivariateMixtureDensityModel.PDF<DistributionType extends ClosedFormComputableDistribution<Vector>>
PDF of the MultivariateMixtureDensityModel
|
class |
MultivariatePolyaDistribution
A multivariate Polya Distribution, also known as a Dirichlet-Multinomial
model, is a compound distribution where the parameters of a multinomial
are drawn from a Dirichlet distribution with fixed parameters and a constant
number of trials and then the observations are generated by this
multinomial.
|
static class |
MultivariatePolyaDistribution.PMF
PMF of the MultivariatePolyaDistribution
|
class |
MultivariateStudentTDistribution
Multivariate generalization of the noncentral Student's t-distribution.
|
static class |
MultivariateStudentTDistribution.PDF
PDF of the MultivariateStudentTDistribution
|
class |
NegativeBinomialDistribution
Negative binomial distribution, also known as the Polya distribution,
gives the number of successes of a series of Bernoulli trials before
recording a given number of failures.
|
static class |
NegativeBinomialDistribution.CDF
CDF of the NegativeBinomialDistribution
|
static class |
NegativeBinomialDistribution.PMF
PMF of the NegativeBinomialDistribution.
|
class |
NormalInverseGammaDistribution
The normal inverse-gamma distribution is the product of a univariate
Gaussian distribution with an inverse-gamma distribution.
|
static class |
NormalInverseGammaDistribution.PDF
PDF of the NormalInverseGammaDistribution
|
class |
NormalInverseWishartDistribution
The normal inverse Wishart distribution
|
static class |
NormalInverseWishartDistribution.PDF
PDF of the normal inverse-Wishart distribution.
|
class |
ParetoDistribution
This class describes the Pareto distribution, sometimes called the Bradford
Distribution.
|
static class |
ParetoDistribution.CDF
CDF of the Pareto Distribution.
|
static class |
ParetoDistribution.PDF
PDF of the ParetoDistribution
|
class |
PoissonDistribution
A Poisson distribution is the limits of what happens when a Bernoulli trial
with "rare" events are sampled on a continuous basis and then binned into
discrete time intervals.
|
static class |
PoissonDistribution.CDF
CDF of the PoissonDistribution
|
static class |
PoissonDistribution.PMF
PMF of the PoissonDistribution.
|
class |
ScalarDataDistribution
A Data Distribution that uses Doubles as its keys, making it a univariate
distribution
|
static class |
ScalarDataDistribution.CDF
CDF of the ScalarDataDistribution, maintains the keys/domain in
sorted order (TreeMap), so it's slower than it's peers.
|
static class |
ScalarDataDistribution.PMF
PMF of the ScalarDataDistribution
|
class |
ScalarMixtureDensityModel
ScalarMixtureDensityModel (SMDM) implements just that: a scalar mixture density
model.
|
static class |
ScalarMixtureDensityModel.CDF
CDFof the SMDM
|
static class |
ScalarMixtureDensityModel.PDF
PDF of the SMDM
|
class |
SnedecorFDistribution
CDF of the Snedecor F-distribution (also known as Fisher F-distribution,
Fisher-Snedecor F-distribution, or just plain old F-distribution).
|
static class |
SnedecorFDistribution.CDF
CDF of the F-distribution.
|
class |
StudentizedRangeDistribution
Implementation of the Studentized Range distribution, which defines the
population correction factor when performing multiple comparisons.
|
static class |
StudentizedRangeDistribution.CDF
CDF of the StudentizedRangeDistribution
|
class |
StudentTDistribution
Defines a noncentral Student-t Distribution.
|
static class |
StudentTDistribution.CDF
Evaluator that computes the Cumulative Distribution Function (CDF) of
a Student-t distribution with a fixed number of degrees of freedom
|
static class |
StudentTDistribution.PDF
Evaluator that computes the Probability Density Function (CDF) of
a Student-t distribution with a fixed number of degrees of freedom
|
class |
UniformDistribution
Contains the (very simple) definition of a continuous Uniform distribution,
parameterized between the minimum and maximum bounds.
|
static class |
UniformDistribution.CDF
Cumulative Distribution Function of a uniform
|
static class |
UniformDistribution.PDF
Probability density function of a Uniform Distribution
|
class |
UniformIntegerDistribution
Contains the (very simple) definition of a continuous Uniform distribution,
parameterized between the minimum and maximum bounds.
|
static class |
UniformIntegerDistribution.CDF
Implements the cumulative distribution function for the discrete
uniform distribution.
|
static class |
UniformIntegerDistribution.PMF
Probability mass function of a discrete uniform distribution.
|
class |
UnivariateGaussian
This class contains internal classes that implement useful functions based
on the Gaussian distribution.
|
static class |
UnivariateGaussian.CDF
CDF of the underlying Gaussian.
|
static class |
UnivariateGaussian.CDF.Inverse
Inverts the CumulativeDistribution function.
|
static class |
UnivariateGaussian.PDF
PDF of the underlying Gaussian.
|
class |
WeibullDistribution
Describes a Weibull distribution, which is often used to describe the
mortality, lifespan, or size distribution of objects.
|
static class |
WeibullDistribution.CDF
CDF of the Weibull distribution
|
static class |
WeibullDistribution.PDF
PDF of the Weibull distribution
|
class |
YuleSimonDistribution
The Yule-Simon distribution is a model of preferential attachment, such as
a model of the number of groups follows a power-law distribution
(Zipf's Law).
|
static class |
YuleSimonDistribution.CDF
CDF of the Yule-Simon Distribution
|
static class |
YuleSimonDistribution.PMF
PMF of the Yule-Simon Distribution
|
Modifier and Type | Method and Description |
---|---|
Distribution<? extends OutputType> |
MonteCarloIntegrator.getMean(java.util.Collection<? extends OutputType> samples)
Computes the Monte Carlo distribution of the given samples.
|
Distribution<? extends OutputType> |
MonteCarloIntegrator.getMean(java.util.List<? extends WeightedValue<? extends OutputType>> samples)
Computes the Monte Carlo distribution of the given weighted samples.
|
<SampleType> |
MonteCarloIntegrator.integrate(java.util.Collection<? extends SampleType> samples,
Evaluator<? super SampleType,? extends OutputType> expectationFunction)
Integrates the given function given samples from another function.
|
<SampleType> |
MonteCarloIntegrator.integrate(java.util.List<? extends WeightedValue<? extends SampleType>> samples,
Evaluator<? super SampleType,? extends OutputType> expectationFunction)
Integrates the given function given weighted samples from another
function.
|
Modifier and Type | Method and Description |
---|---|
static UnivariateGaussian |
MultivariateCumulativeDistributionFunction.compute(Vector input,
Distribution<Vector> distribution,
java.util.Random random,
double probabilityTolerance)
Computes a multi-variate cumulative distribution for a given input
according to the given distribution.
|