MultivariateExponentialFamily.java

/*******************************************************************************
 * Copyright (c) 2010 Haifeng Li
 *   
 * Licensed 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 smile.stat.distribution;

/**
 * The purpose of this interface is mainly to define the method M that is
 * the Maximization step in the EM algorithm. Note that distributuions of exponential
 * family has the close-form solutions in the EM algorithm. With this interface,
 * we may allow the mixture contains distributions of different form as long as
 * it is from exponential family.
 *
 * @see ExponentialFamilyMixture
 *
 * @author Haifeng Li
 */
public interface MultivariateExponentialFamily {

    /**
     * The M step in the EM algorithm, which depends the specific distribution.
     *
     * @param x the input data for estimation
     * @param posteriori the posteriori probability.
     * @return the (unnormalized) weight of this distribution in the mixture.
     */
    public MultivariateMixture.Component M(double[][] x , double[] posteriori);
}