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https://issues.apache.org/jira/browse/MATH-816?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13477429#comment-13477429
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Gilles commented on MATH-816:
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bq. [...] possible to have a mixture model where each component is a different
type of distribution [...]
No, all components must be of the same type. The class is generic in the sense
that one instance can be a mixture of Gaussian distributions and another
instance can be a mixture of Chi2 distributions. But the same instance cannot
mix Gaussian and Chi2 distributions.
bq. [...] if two components of the mixture model have equal parameters, the
drawn samples will not repeat, correct?
I guess that having the same sequence for all the components might create an
unwanted correlation between the samples even when the values are different. (I
don't know how to test that.)
bq. [...] it fails the sampling test now.
Yes.
Since I had to change the unit test class too, I propose to commit both files
(with the new version of the "reseed" method commented out), and then you can
provide a patch with the updated sampling test (and the new version of "reseed"
activated).
Is that OK?
> 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,
> 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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