| Package | Description |
|---|---|
| org.apache.commons.math3.distribution |
Implementations of common discrete and continuous distributions.
|
| org.apache.commons.math3.distribution.fitting |
Fitting of parameters against distributions.
|
| org.apache.commons.math3.filter |
Implementations of common discrete-time linear filters.
|
| org.apache.commons.math3.linear |
Linear algebra support.
|
| Constructor and Description |
|---|
MultivariateNormalDistribution(double[] means,
double[][] covariances)
Creates a multivariate normal distribution with the given mean vector and
covariance matrix.
|
MultivariateNormalDistribution(RandomGenerator rng,
double[] means,
double[][] covariances)
Creates a multivariate normal distribution with the given mean vector and
covariance matrix.
|
| Modifier and Type | Method and Description |
|---|---|
void |
MultivariateNormalMixtureExpectationMaximization.fit(MixtureMultivariateNormalDistribution initialMixture)
Fit a mixture model to the data supplied to the constructor.
|
void |
MultivariateNormalMixtureExpectationMaximization.fit(MixtureMultivariateNormalDistribution initialMixture,
int maxIterations,
double threshold)
Fit a mixture model to the data supplied to the constructor.
|
| Modifier and Type | Method and Description |
|---|---|
void |
KalmanFilter.correct(double[] z)
Correct the current state estimate with an actual measurement.
|
void |
KalmanFilter.correct(RealVector z)
Correct the current state estimate with an actual measurement.
|
| Modifier and Type | Method and Description |
|---|---|
RealMatrix |
DecompositionSolver.getInverse()
Get the pseudo-inverse
of the decomposed matrix.
|
DiagonalMatrix |
DiagonalMatrix.inverse()
Computes the inverse of this diagonal matrix.
|
DiagonalMatrix |
DiagonalMatrix.inverse(double threshold)
Computes the inverse of this diagonal matrix.
|
static RealMatrix |
MatrixUtils.inverse(RealMatrix matrix)
Computes the inverse of the given matrix.
|
static RealMatrix |
MatrixUtils.inverse(RealMatrix matrix,
double threshold)
Computes the inverse of the given matrix.
|
RealMatrix |
DecompositionSolver.solve(RealMatrix b)
Solve the linear equation A × X = B for matrices A.
|
RealVector |
DecompositionSolver.solve(RealVector b)
Solve the linear equation A × X = B for matrices A.
|
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