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https://issues.apache.org/jira/browse/MATH-816?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Gilles updated MATH-816:
------------------------
Attachment: MixtureMultivariateRealDistribution.java
I've attached a new version with two additional changes:
* Provide component distributions and associated weights as a "List" of "Pair"s.
* Allow "relative" weights, and let the code normalize them (i.e. dividing each
one by their sum).
The first point suppresses the need to check for consistency between the number
of weights and the number of distributions.
The second suppresses the check on the sum of weights being equal to
_approximately_ one.
> Multivariate Normal Mixture Models
> ----------------------------------
>
> Key: MATH-816
> URL: https://issues.apache.org/jira/browse/MATH-816
> Project: Commons Math
> Issue Type: New Feature
> Reporter: Jared Becksfort
> Priority: Minor
> Attachments: MixtureMultivariateRealDistribution.java,
> MixtureMultivariateRealDistribution.java,
> MultivariateNormalMixtureModelDistribution.java,
> MultivariateNormalMixtureModelDistributionTest.java
>
> Original Estimate: 1m
> Remaining Estimate: 1m
>
> I will submit a class for Multivariate Normal Mixture Models. Not sure it
> will allow sampling initially.
> > Hello,
> >
> > I have implemented some classes for multivariate Normal distributions,
> > multivariate normal mixture models, and an expectation maximization fitting
> > class for the mixture model. I would like to submit it to Apache Commons
> > Math. I still have some touching up to do so that they fit the style
> > guidelines and implement the correct interfaces. Before I do so, I thought
> > I would at least ask if the developers of the project are interested in me
> > submitting them.
> >
> > Thanks,
> > Jared Becksfort
> Dear Jared,
> Yes, that would be very nice to have such an addition! Remember to also
> include unit tests (refer to the current ones for examples). The best would
> be to split a submission up into multiple minor ones, each covering a natural
> submission (e.g. multivariate Normal distribution in one submission), and
> create an issue as described at
> http://commons.apache.org/math/issue-tracking.html .
> If you run into any problems, please do not hesitate to ask on this mailing
> list.
> Cheers, Mikkel.
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