factorialfactory

factorialfactory

Construct a factorial distribution structure

Syntax

D = factorialfactory(ComponentD, num)
D = factorialfactory(ComponentD)

Description

D = factorialfactory(ComponentD, num) returns a structure representing a factorial distribution. ComponentD is a distribution structure defining facorial distribution type, and num is the number of factors.

D = factorialfactory(ComponentD) where ComponentD is a cell array of distribution structures defined on the same data space, constructs a heterogeneous factorial distribution D where each component may be of a different distribution type.

Distribution Parameters

  • D (num-by-1 cell array of distribution parameter structures) : Contains the parameters for each component.
  • W (num-by-num matrix) : The mixing matrix.

Probability Density Function

The distribution has the following density:

$$ f(x)=det(W) \prod_{k=1}^{num} f_k( w_k x) $$

where $num$ is the number of components, $w_k$ is the k-th row of mixing matrix $W$, and $f_k$ represents the density function for k-th component.

name

See distribution structure common members.

Flag to control the memory usage (resulting code will be slower)

M

See distribution structure common members.

num

Number of components (excluding any fixed components)

Syntax

num = D.num()

component

Component distributions

Syntax

D_k = D.component(k)

subparam

Extract a subset of component parameters

Syntax

subtheta = D.subparam(theta, idx)

dim

See distribution structure common members.

datadim

See distribution structure common members.

ll

See distribution structure common members.

llvec

See distribution structure common members.

llgrad

See distribution structure common members.

llgraddata

See distribution structure common members.

gaussianize

pdf

See distribution structure common members.

sample

See distribution structure common members.

randparam

See distribution structure common members.

init

See distribution structure common members.

penalizerparam

See distribution structure common members.

Penalizer Info

The default penalizer for the mixture distribution is the mixture of the default penalizers of its components, with equal weights.

penalizercost

See distribution structure common members.

penalizergrad

See distribution structure common members.

sumparam

See distribution structure common members.

scaleparam

See distribution structure common members.

sumgrad

See distribution structure common members.

scalegrad

See distribution structure common members.

entropy

See distribution structure common members.

kl

See distribution structure common members.

AICc

See distribution structure common members.

BIC

See distribution structure common members.

display

See distribution structure common members.