Package | Description |
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gov.sandia.cognition.statistics.bayesian.conjugate |
Provides Bayesian estimation routines based on conjugate prior distribution
of parameters of specific conditional distributions.
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gov.sandia.cognition.statistics.distribution |
Provides statistical distributions.
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Modifier and Type | Method and Description |
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double |
MultivariateGaussianMeanCovarianceBayesianEstimator.computeEquivalentSampleSize(NormalInverseWishartDistribution belief) |
MultivariateGaussianMeanCovarianceBayesianEstimator.Parameter |
MultivariateGaussianMeanCovarianceBayesianEstimator.createParameter(MultivariateGaussian conditional,
NormalInverseWishartDistribution prior) |
MultivariateStudentTDistribution |
MultivariateGaussianMeanCovarianceBayesianEstimator.createPredictiveDistribution(NormalInverseWishartDistribution posterior) |
void |
MultivariateGaussianMeanCovarianceBayesianEstimator.update(NormalInverseWishartDistribution prior,
java.lang.Iterable<? extends Vector> data) |
void |
MultivariateGaussianMeanCovarianceBayesianEstimator.update(NormalInverseWishartDistribution target,
Vector data) |
Constructor and Description |
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MultivariateGaussianMeanCovarianceBayesianEstimator(MultivariateGaussian conditional,
NormalInverseWishartDistribution prior)
Creates a new instance
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MultivariateGaussianMeanCovarianceBayesianEstimator(NormalInverseWishartDistribution belief)
Creates a new instance of MultivariateGaussianMeanCovarianceBayesianEstimator
|
Parameter(MultivariateGaussian conditional,
NormalInverseWishartDistribution prior)
Creates a new instance
|
Constructor and Description |
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MultivariateGaussianMeanCovarianceBayesianEstimator(BayesianParameter<Matrix,MultivariateGaussian,NormalInverseWishartDistribution> parameter)
Creates a new instance
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Modifier and Type | Class and Description |
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static class |
NormalInverseWishartDistribution.PDF
PDF of the normal inverse-Wishart distribution.
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Modifier and Type | Method and Description |
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NormalInverseWishartDistribution |
NormalInverseWishartDistribution.clone() |
Constructor and Description |
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NormalInverseWishartDistribution(NormalInverseWishartDistribution other)
Copy constructor
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PDF(NormalInverseWishartDistribution other)
Copy constructor
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