Struct rv::dist::Mixture

pub struct Mixture<Fx: ApiReady> {
    pub weights: Vec<f64>,
    pub components: Vec<Fx>,
}

Mixture distribution Σ w_i f(x|θ_i)

A mixture distribution is a convex combination of distributions.

Example

A bimodal Gaussian mixture model

use rv::prelude::*;

let g1 = Gaussian::new(-2.5, 1.0).unwrap();
let g2 = Gaussian::new(2.0, 2.1).unwrap();

// f(x) = 0.6 * N(-2.5, 1.0) + 0.4 * N(2.0, 2.1)
let mm = Mixture::new(vec![0.6, 0.4], vec![g1, g2]).unwrap();

Fields

weights: Vec<f64>

The weights for each component distribution. All entries must be positive and sum to 1.

components: Vec<Fx>

The component distributions.

Methods

impl<Fx: ApiReady> Mixture<Fx>

pub fn new(weights: Vec<f64>, components: Vec<Fx>) -> Result<Self>

pub fn uniform(components: Vec<Fx>) -> Result<Self>

Assume uniform component weights

Given a n-length vector of components, automatically sets the component weights to 1/n.

pub fn combine(mixtures: Vec<Mixture<Fx>>) -> Result<Self>

Combines many mixtures into one big mixture

pub fn k(&self) -> usize

Number of components

Trait Implementations

impl<X, Fx> Rv<X> for Mixture<Fx> where
    Fx: Rv<X> + ApiReady, 

fn ln_f(&self, x: &X) -> f64

Probability function

fn f(&self, x: &X) -> f64

Probability function

fn draw<R: Rng>(&self, rng: &mut R) -> X

Single draw from the Rv

fn sample<R: Rng>(&self, n: usize, rng: &mut R) -> Vec<X>

Multiple draws of the Rv

impl<X, Fx> Support<X> for Mixture<Fx> where
    Fx: Rv<X> + Support<X> + ApiReady, 

fn supports(&self, x: &X) -> bool

Returns true if x is in the support of the Rv

impl<X, Fx> ContinuousDistr<X> for Mixture<Fx> where
    Fx: Rv<X> + ContinuousDistr<X> + ApiReady, 

fn pdf(&self, x: &X) -> f64

The value of the Probability Density Function (PDF) at x

fn ln_pdf(&self, x: &X) -> f64

The value of the log Probability Density Function (PDF) at x

impl<X, Fx> Cdf<X> for Mixture<Fx> where
    Fx: Rv<X> + Cdf<X> + ApiReady, 

fn cdf(&self, x: &X) -> f64

The value of the Cumulative Density Function at x

fn sf(&self, x: &X) -> f64

Survival function, 1 - CDF(x)

impl<X, Fx> DiscreteDistr<X> for Mixture<Fx> where
    Fx: Rv<X> + DiscreteDistr<X> + ApiReady, 

fn pmf(&self, x: &X) -> f64

Probability mass function (PMF) at x

fn ln_pmf(&self, x: &X) -> f64

Natural logarithm of the probability mass function (PMF)

impl<Fx> Mean<f32> for Mixture<Fx> where
    Fx: ContinuousDistr<f32> + Mean<f32> + ApiReady, 

fn mean(&self) -> Option<f32>

Returns None if the mean is undefined

impl<Fx> Mean<f64> for Mixture<Fx> where
    Fx: ContinuousDistr<f64> + Mean<f64> + ApiReady, 

fn mean(&self) -> Option<f64>

Returns None if the mean is undefined

impl<Fx> Variance<f32> for Mixture<Fx> where
    Fx: ContinuousDistr<f32> + Mean<f32> + Variance<f32> + ApiReady, 

fn variance(&self) -> Option<f32>

Returns None if the variance is undefined

impl<Fx> Variance<f64> for Mixture<Fx> where
    Fx: ContinuousDistr<f64> + Mean<f64> + Variance<f64> + ApiReady, 

fn variance(&self) -> Option<f64>

Returns None if the variance is undefined

impl Entropy for Mixture<Categorical>

fn entropy(&self) -> f64

The entropy, H(X)

impl Entropy for Mixture<Mixture<Categorical>>

fn entropy(&self) -> f64

The entropy, H(X)

impl Entropy for Mixture<Gaussian>

fn entropy(&self) -> f64

The entropy, H(X)

impl Entropy for Mixture<Mixture<Gaussian>>

fn entropy(&self) -> f64

The entropy, H(X)

impl<Fx: PartialOrd + ApiReady> PartialOrd<Mixture<Fx>> for Mixture<Fx>

fn partial_cmp(&self, other: &Mixture<Fx>) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

fn lt(&self, other: &Mixture<Fx>) -> bool

This method tests less than (for self and other) and is used by the < operator.

fn le(&self, other: &Mixture<Fx>) -> bool

This method tests less than or equal to (for self and other) and is used by the <= operator.

fn gt(&self, other: &Mixture<Fx>) -> bool

This method tests greater than (for self and other) and is used by the > operator.

fn ge(&self, other: &Mixture<Fx>) -> bool

This method tests greater than or equal to (for self and other) and is used by the >= operator.

impl<Fx: PartialEq + ApiReady> PartialEq<Mixture<Fx>> for Mixture<Fx>

fn eq(&self, other: &Mixture<Fx>) -> bool

This method tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Mixture<Fx>) -> bool

This method tests for !=.

impl<Fx: Clone + ApiReady> Clone for Mixture<Fx>

fn clone(&self) -> Mixture<Fx>

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<Fx: Debug + ApiReady> Debug for Mixture<Fx>

fn fmt(&self, f: &mut Formatter) -> Result

Formats the value using the given formatter.