gov.sandia.cognition.statistics.distribution

Class MultivariateGaussian.WeightedMaximumLikelihoodEstimator

java.lang.Object

gov.sandia.cognition.util.AbstractCloneableSerializable

gov.sandia.cognition.statistics.distribution.MultivariateGaussian.WeightedMaximumLikelihoodEstimator

All Implemented Interfaces:

BatchLearner<java.util.Collection<? extends WeightedValue<? extends Vector>>,MultivariateGaussian.PDF>, DistributionWeightedEstimator<Vector,MultivariateGaussian.PDF>, CloneableSerializable, java.io.Serializable, java.lang.Cloneable

Enclosing class:

MultivariateGaussian

public static class MultivariateGaussian.WeightedMaximumLikelihoodEstimator
extends AbstractCloneableSerializable
implements DistributionWeightedEstimator<Vector,MultivariateGaussian.PDF>

Computes the Weighted Maximum Likelihood Estimate of the MultivariateGaussian given a weighted set of Vectors

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
static double	DEFAULT_COVARIANCE Default covariance used in estimation, 1.0E-5.

Constructor Summary

Constructors

Constructor and Description
WeightedMaximumLikelihoodEstimator() Default constructor.
WeightedMaximumLikelihoodEstimator(double defaultCovariance) Creates a new instance of WeightedMaximumLikelihoodEstimator

Method Summary

Modifier and Type	Method and Description
MultivariateGaussian.PDF	learn(java.util.Collection<? extends WeightedValue<? extends Vector>> data) Computes the Gaussian that estimates the maximum likelihood of generating the given set of weighted samples.
static MultivariateGaussian.PDF	learn(java.util.Collection<? extends WeightedValue<? extends Vector>> data, double defaultCovariance) Computes the Gaussian that estimates the maximum likelihood of generating the given set of weighted samples.

Methods inherited from class gov.sandia.cognition.util.AbstractCloneableSerializable

clone

Methods inherited from class java.lang.Object

equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface gov.sandia.cognition.util.CloneableSerializable

clone

Field Detail

DEFAULT_COVARIANCE

public static final double DEFAULT_COVARIANCE

Default covariance used in estimation, 1.0E-5.

See Also:

Constant Field Values

Constructor Detail

WeightedMaximumLikelihoodEstimator

public WeightedMaximumLikelihoodEstimator()

Default constructor.

WeightedMaximumLikelihoodEstimator

public WeightedMaximumLikelihoodEstimator(double defaultCovariance)

Creates a new instance of WeightedMaximumLikelihoodEstimator

Parameters:

defaultCovariance - Amount to add to the diagonal of the covariance matrix

Method Detail

learn

public MultivariateGaussian.PDF learn(java.util.Collection<? extends WeightedValue<? extends Vector>> data)

Computes the Gaussian that estimates the maximum likelihood of generating the given set of weighted samples.

Specified by:

learn in interface BatchLearner<java.util.Collection<? extends WeightedValue<? extends Vector>>,MultivariateGaussian.PDF>

Parameters:

data - The weighted samples to calculate the Gaussian from throws IllegalArgumentException if samples has 1 or fewer samples.

Returns:

The Gaussian that estimates the maximum likelihood of generating the given weighted data.

learn

public static MultivariateGaussian.PDF learn(java.util.Collection<? extends WeightedValue<? extends Vector>> data,
                                             double defaultCovariance)

Computes the Gaussian that estimates the maximum likelihood of generating the given set of weighted samples.

Parameters:

defaultCovariance - Amount to add to the diagonal of the covariance matrix

data - The weighted samples to calculate the Gaussian from throws IllegalArgumentException if samples has 1 or fewer samples.

Returns:

The Gaussian that estimates the maximum likelihood of generating the given weighted data.