com.mapr.stats.random

Class GammaNormalDistribution

java.lang.Object

org.apache.mahout.math.jet.random.AbstractDistribution

org.apache.mahout.math.jet.random.AbstractContinousDistribution

com.mapr.stats.random.AbstractBayesianDistribution

com.mapr.stats.random.GammaNormalDistribution

All Implemented Interfaces:

org.apache.mahout.math.function.DoubleFunction, org.apache.mahout.math.function.IntFunction

public class GammaNormalDistribution
extends AbstractBayesianDistribution

Samples from a Gamma-Normal distribution. Provision is made for adding observations to update the posterior distribution. The Gamma-Normal distribution uses a Gamma distribution for the distribution of the variance, a normal distribution for the distribution of the mean conditional on the variance and another normal distribution for the samples conditional on the mean and standard deviation. That is, \[ 1/\sigma^2 \sim \Gamma(n / 2, s/2) \\ \mu \sim \mathcal N \left(m, \sqrt{\sigma^2/n}\right) \\ x \sim \mathcal N(\mu, \sigma) \] In this form, \(n\) is the number of samples seen so far and \(s\) is the total squared deviation from the empirical mean.

Constructor Summary

Constructors

Constructor and Description
GammaNormalDistribution(double m, double n, double sd, Random gen)

Method Summary

Methods

Modifier and Type	Method and Description
void	add(double x) Adds an observed sample \(x\) to the distribution.
double	getMean()
double	getSamples()
double	nextDouble() Returns a random number from the distribution.
double	nextMean()
double	nextSD()
org.apache.mahout.math.jet.random.AbstractContinousDistribution	posteriorDistribution()

Methods inherited from class org.apache.mahout.math.jet.random.AbstractContinousDistribution

cdf, nextInt, pdf

Methods inherited from class org.apache.mahout.math.jet.random.AbstractDistribution

apply, apply, getRandomGenerator, randomDouble, setRandomGenerator

Methods inherited from class java.lang.Object

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

Constructor Detail

GammaNormalDistribution

public GammaNormalDistribution(double m,
                       double n,
                       double sd,
                       Random gen)

Method Detail

nextDouble

public double nextDouble()

Returns a random number from the distribution.

Specified by:

nextDouble in class AbstractBayesianDistribution

Returns:

A new sample from this distribution.

add

public void add(double x)

Adds an observed sample \(x\) to the distribution.

Specified by:

add in class AbstractBayesianDistribution

Parameters:

x - The observed sample.

nextMean

public double nextMean()

Specified by:

nextMean in class AbstractBayesianDistribution

posteriorDistribution

public org.apache.mahout.math.jet.random.AbstractContinousDistribution posteriorDistribution()

Specified by:

posteriorDistribution in class AbstractBayesianDistribution

getMean

public double getMean()

Specified by:

getMean in class AbstractBayesianDistribution

getSamples

public double getSamples()

Specified by:

getSamples in class AbstractBayesianDistribution

nextSD

public double nextSD()