factorialmogfactory
Construct a factorial distribution with MoG distributions for factors
Syntax
D = factorialmogfactory(numCpt, num)
Description
D = factorialfactory(numCpt, num) returns a structure representing a factorial distribution. numCpt is number of Gaussian components for factors, and num is the number of factors.
Distribution Parameters
- mu (numCpt-by-num matrix) : Mean values
- sd (numCpt-by-num matrix) : Standard deviations
- W (num-by-num matrix) : The mixing matrix.
Probability Density Function
The distribution has the following density:
where is the number of components,
is the k-th row of mixing matrix
, and
is a MoG the density function for k-th component.
Important: When factors are MoG, it is faster to use this factory instead of factorialfactory
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()
numCpt
Component distributions
Syntax
numCpt = D.numCpt()
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
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.