| Package | Description |
|---|---|
| gov.sandia.cognition.statistics.bayesian.conjugate |
Provides Bayesian estimation routines based on conjugate prior distribution
of parameters of specific conditional distributions.
|
| gov.sandia.cognition.statistics.distribution |
Provides statistical distributions.
|
| Modifier and Type | Method and Description |
|---|---|
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 |
|---|
MultivariateGaussianMeanCovarianceBayesianEstimator(MultivariateGaussian conditional,
NormalInverseWishartDistribution prior)
Creates a new instance
|
MultivariateGaussianMeanCovarianceBayesianEstimator(NormalInverseWishartDistribution belief)
Creates a new instance of MultivariateGaussianMeanCovarianceBayesianEstimator
|
Parameter(MultivariateGaussian conditional,
NormalInverseWishartDistribution prior)
Creates a new instance
|
| Constructor and Description |
|---|
MultivariateGaussianMeanCovarianceBayesianEstimator(BayesianParameter<Matrix,MultivariateGaussian,NormalInverseWishartDistribution> parameter)
Creates a new instance
|
| Modifier and Type | Class and Description |
|---|---|
static class |
NormalInverseWishartDistribution.PDF
PDF of the normal inverse-Wishart distribution.
|
| Modifier and Type | Method and Description |
|---|---|
NormalInverseWishartDistribution |
NormalInverseWishartDistribution.clone() |
| Constructor and Description |
|---|
NormalInverseWishartDistribution(NormalInverseWishartDistribution other)
Copy constructor
|
PDF(NormalInverseWishartDistribution other)
Copy constructor
|