/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.commons.math4.distribution; import java.util.ArrayList; import java.util.List; import org.apache.commons.math4.exception.DimensionMismatchException; import org.apache.commons.math4.exception.NotPositiveException; import org.apache.commons.math4.util.Pair; /** * Multivariate normal mixture distribution. * This class is mainly syntactic sugar. * * @see MixtureMultivariateRealDistribution * @since 3.2 */ public class MixtureMultivariateNormalDistribution extends MixtureMultivariateRealDistribution<MultivariateNormalDistribution> { /** * Creates a mixture model from a list of distributions and their * associated weights. * * @param components Distributions from which to sample. * @throws NotPositiveException if any of the weights is negative. * @throws DimensionMismatchException if not all components have the same * number of variables. */ public MixtureMultivariateNormalDistribution(List<Pair<Double, MultivariateNormalDistribution>> components) throws NotPositiveException, DimensionMismatchException { super(components); } /** * Creates a multivariate normal mixture distribution. * * @param weights Weights of each component. * @param means Mean vector for each component. * @param covariances Covariance matrix for each component. * @throws NotPositiveException if any of the weights is negative. * @throws DimensionMismatchException if not all components have the same * number of variables. */ public MixtureMultivariateNormalDistribution(double[] weights, double[][] means, double[][][] covariances) throws NotPositiveException, DimensionMismatchException { this(createComponents(weights, means, covariances)); } /** * Creates components of the mixture model. * * @param weights Weights of each component. * @param means Mean vector for each component. * @param covariances Covariance matrix for each component. * @return the list of components. */ private static List<Pair<Double, MultivariateNormalDistribution>> createComponents(double[] weights, double[][] means, double[][][] covariances) { final List<Pair<Double, MultivariateNormalDistribution>> mvns = new ArrayList<>(weights.length); for (int i = 0; i < weights.length; i++) { final MultivariateNormalDistribution dist = new MultivariateNormalDistribution(means[i], covariances[i]); mvns.add(new Pair<>(weights[i], dist)); } return mvns; } }