weka.estimators

## Class MultivariateGaussianEstimator

- java.lang.Object
- - weka.estimators.MultivariateGaussianEstimator

- All Implemented Interfaces:
    java.io.Serializable, MultivariateEstimator

      public class MultivariateGaussianEstimator
      extends java.lang.Object
      implements MultivariateEstimator, java.io.Serializable

  Implementation of maximum likelihood Multivariate Distribution Estimation using Normal Distribution.
  Version:
    $Revision: 12756 $
  Author:
    Uday Kamath, PhD, George Mason University, Eibe Frank, University of Waikato
  See Also:
    Serialized Form

- - ### Field Summary

    Fields
    Modifier and Type | Field and Description
    --- | ---
    `static double` | `Log2PI` Log of twice the number pi: log(2*pi).

  - ### Constructor Summary

    Constructors
    Constructor and Description
    `MultivariateGaussianEstimator()`

  - ### Method Summary

    All Methods Static Methods Instance Methods Concrete Methods
    Modifier and Type | Method and Description
    --- | ---
    `void` | `estimate(double[][] observations, double[] weights)` Generates the estimator based on the given observations and weight vector.
    `double[][]` | `estimatePooled(double[][][] observations, double[][] weights)` Generates pooled estimator for linear discriminant analysis based on the given groups of observations and weight vectors.
    `double[]` | `getMean()` Returns the mean vector.
    `double` | `getRidge()` Get the value of Ridge.
    `double` | `logDensity(double[] valuePassed)` Returns the log of the density value for the given vector.
    `static void` | `main(java.lang.String[] args)` Main method for testing this class.
    `java.lang.String` | `ridgeTipText()` Returns the tip text for this property
    `void` | `setRidge(double newRidge)` Set the value of Ridge.
    `java.lang.String` | `toString()` Returns string summarizing the estimator.

    - ### Methods inherited from class java.lang.Object

      `equals, getClass, hashCode, notify, notifyAll, wait, wait, wait`

- - ### Field Detail

    - #### Log2PI

          public static final double Log2PI

      Log of twice the number pi: log(2*pi).

  - ### Constructor Detail

    - #### MultivariateGaussianEstimator

          public MultivariateGaussianEstimator()

  - ### Method Detail

    - #### toString

          public java.lang.String toString()

      Returns string summarizing the estimator.
      Overrides:
        `toString` in class `java.lang.Object`

    - #### getMean

          public double[] getMean()

      Returns the mean vector.

    - #### logDensity

          public double logDensity(double[] valuePassed)

      Returns the log of the density value for the given vector.
      Specified by:
        `logDensity` in interface `MultivariateEstimator`
      Parameters:
        `valuePassed` - input vector
      Returns:
        log density based on given distribution

    - #### estimate

          public void estimate(double[][] observations,
                               double[] weights)

      Generates the estimator based on the given observations and weight vector. Equal weights are assumed if the weight vector is null.
      Specified by:
        `estimate` in interface `MultivariateEstimator`
      Parameters:
        `observations` - the value to add
        `weights` - the weight of the value

    - #### estimatePooled

          public double[][] estimatePooled(double[][][] observations,
                                           double[][] weights)

      Generates pooled estimator for linear discriminant analysis based on the given groups of observations and weight vectors. The pooled covariance matrix is the weighted mean of the per-group covariance matrices. The pooled mean vector is the mean vector for all observations.
      Returns:
        the per group mean vectors

    - #### ridgeTipText

          public java.lang.String ridgeTipText()

      Returns the tip text for this property
      Returns:
        tip text for this property suitable for displaying in the explorer/experimenter gui

    - #### getRidge

          public double getRidge()

      Get the value of Ridge.
      Returns:
        Value of Ridge.

    - #### setRidge

          public void setRidge(double newRidge)

      Set the value of Ridge.
      Parameters:
        `newRidge` - Value to assign to Ridge.

    - #### main

          public static void main(java.lang.String[] args)

      Main method for testing this class.
      Parameters:
        `args` - command-line parameters