public DriftedLocationsStatistic( MatrixParameter locationsParameter, Parameter offsetsParameter, Parameter locationDriftParameter) { this.locationsParameter = locationsParameter; locationsParameter.addParameterListener(this); this.offsetsParameter = offsetsParameter; offsetsParameter.addParameterListener(this); this.locationDriftParameter = locationDriftParameter; locationDriftParameter.addParameterListener(this); }
public Object parseXMLObject(XMLObject xo) throws XMLParseException { MultivariateDistributionLikelihood likelihood; if (xo.hasAttribute(NON_INFORMATIVE) && xo.getBooleanAttribute(NON_INFORMATIVE)) { // Make non-informative settings XMLObject cxo = xo.getChild(DATA); int dim = ((MatrixParameter) cxo.getChild(0)).getColumnDimension(); likelihood = new MultivariateDistributionLikelihood(new WishartDistribution(dim)); } else { if (!xo.hasAttribute(DF) || !xo.hasChildNamed(SCALE_MATRIX)) { throw new XMLParseException("Must specify both a df and scaleMatrix"); } double df = xo.getDoubleAttribute(DF); XMLObject cxo = xo.getChild(SCALE_MATRIX); MatrixParameter scaleMatrix = (MatrixParameter) cxo.getChild(MatrixParameter.class); likelihood = new MultivariateDistributionLikelihood( new WishartDistribution(df, scaleMatrix.getParameterAsMatrix())); } XMLObject cxo = xo.getChild(DATA); for (int j = 0; j < cxo.getChildCount(); j++) { if (cxo.getChild(j) instanceof MatrixParameter) { likelihood.addData((MatrixParameter) cxo.getChild(j)); } else { throw new XMLParseException( "illegal element in " + xo.getName() + " element " + cxo.getName()); } } return likelihood; }
public Object parseXMLObject(XMLObject xo) throws XMLParseException { int df = xo.getIntegerAttribute(DF); XMLObject cxo = xo.getChild(SCALE_MATRIX); MatrixParameter scaleMatrix = (MatrixParameter) cxo.getChild(MatrixParameter.class); InverseWishartDistribution invWishart = new InverseWishartDistribution(df, scaleMatrix.getParameterAsMatrix()); MultivariateDistributionLikelihood likelihood = new MultivariateDistributionLikelihood(invWishart); cxo = xo.getChild(DATA); for (int j = 0; j < cxo.getChildCount(); j++) { if (cxo.getChild(j) instanceof MatrixParameter) { likelihood.addData((MatrixParameter) cxo.getChild(j)); } else { throw new XMLParseException( "illegal element in " + xo.getName() + " element " + cxo.getName()); } } return likelihood; }
public Object parseXMLObject(XMLObject xo) throws XMLParseException { XMLObject cxo = xo.getChild(MVN_MEAN); Parameter mean = (Parameter) cxo.getChild(Parameter.class); cxo = xo.getChild(MVN_PRECISION); MatrixParameter precision = (MatrixParameter) cxo.getChild(MatrixParameter.class); if (mean.getDimension() != precision.getRowDimension() || mean.getDimension() != precision.getColumnDimension()) throw new XMLParseException( "Mean and precision have wrong dimensions in " + xo.getName() + " element"); Transform[] transforms = parseListOfTransforms(xo, mean.getDimension()); MultivariateDistributionLikelihood likelihood = new MultivariateDistributionLikelihood( new MultivariateNormalDistribution( mean.getParameterValues(), precision.getParameterAsMatrix()), transforms); cxo = xo.getChild(DATA); if (cxo != null) { for (int j = 0; j < cxo.getChildCount(); j++) { if (cxo.getChild(j) instanceof Parameter) { Parameter data = (Parameter) cxo.getChild(j); if (data instanceof MatrixParameter) { MatrixParameter matrix = (MatrixParameter) data; if (matrix.getParameter(0).getDimension() != mean.getDimension()) throw new XMLParseException( "dim(" + data.getStatisticName() + ") = " + matrix.getParameter(0).getDimension() + " is not equal to dim(" + mean.getStatisticName() + ") = " + mean.getDimension() + " in " + xo.getName() + "element"); for (int i = 0; i < matrix.getParameterCount(); i++) { likelihood.addData(matrix.getParameter(i)); } } else { if (data.getDimension() != mean.getDimension()) throw new XMLParseException( "dim(" + data.getStatisticName() + ") = " + data.getDimension() + " is not equal to dim(" + mean.getStatisticName() + ") = " + mean.getDimension() + " in " + xo.getName() + "element"); likelihood.addData(data); } } else { throw new XMLParseException("illegal element in " + xo.getName() + " element"); } } } return likelihood; }
public Object parseXMLObject(XMLObject xo) throws XMLParseException { XMLObject cxo = xo.getChild(DistributionLikelihoodParser.DISTRIBUTION); ParametricMultivariateDistributionModel distribution = (ParametricMultivariateDistributionModel) cxo.getChild(ParametricMultivariateDistributionModel.class); // Parse transforms here int maxDim = distribution.getMean().length; Transform[] transforms = parseListOfTransforms(xo, maxDim); MultivariateDistributionLikelihood likelihood = new MultivariateDistributionLikelihood(xo.getId(), distribution, transforms); boolean dataAsMatrix = xo.getAttribute(DATA_AS_MATRIX, false); cxo = xo.getChild(DATA); if (cxo != null) { for (int j = 0; j < cxo.getChildCount(); j++) { if (cxo.getChild(j) instanceof Parameter) { Parameter data = (Parameter) cxo.getChild(j); if (data instanceof MatrixParameter) { MatrixParameter matrix = (MatrixParameter) data; if (dataAsMatrix) { likelihood.addData(matrix); } else { if (matrix.getParameter(0).getDimension() != distribution.getMean().length) throw new XMLParseException( "dim(" + data.getStatisticName() + ") = " + matrix.getParameter(0).getDimension() + " is not equal to dim(" + distribution.getType() + ") = " + distribution.getMean().length + " in " + xo.getName() + "element"); for (int i = 0; i < matrix.getParameterCount(); i++) { likelihood.addData(matrix.getParameter(i)); } } } else { if (data.getDimension() != distribution.getMean().length) throw new XMLParseException( "dim(" + data.getStatisticName() + ") = " + data.getDimension() + " is not equal to dim(" + distribution.getType() + ") = " + distribution.getMean().length + " in " + xo.getName() + "element"); likelihood.addData(data); } } else { throw new XMLParseException("illegal element in " + xo.getName() + " element"); } } } return likelihood; }