Represents multicomponent continues distribution. For example let the user to create a distribution consisting of mixed Gaussian components or a mixed Normal/Exponential distribution.
Here is an example of it's usage:
set ndist = ##class(%DeepSee.extensions.stat.NormalDistribution).create(m, (sigma * sigma)) set edist = ##class(%DeepSee.extensions.stat.ExpDistribution).create(lambda) set mdist = ##class(%DeepSee.extensions.stat.MixedDistribution).%New() set sc = mdist.AddComponent(ndist, w) Quit:$$$ISERR(sc) set sc = mdist.AddComponent(edist, (1-w)) Quit:$$$ISERR(sc) set sc = mdist.balance() Quit:$$$ISERR(sc) w "Mean = "_mdist.Mean w "; Var = "_mdist.Variance w "; Entropy = "_mdist.Entropy, !
Add a component p to the distribution with the given weight. After all components are added application must call balancemethod balance() as %Status
The method to call after all components of the distribution are specified.method cdf(x1 As %Double, x2 As %Double = "") as %Double
An interface method for cumulative distribution function (CDF). Optionally provides a cumulative probability of a value being between two values x1 and x2.method pdf(x As %Double) as %Double
If called with 1 argument(x1) or if the value of second argument is empty string then returns CDF value for x1. If called with two arguments, x1 and x2 then returns a probability of a value being between x1 and x2.
An interface method for probability distribution function (PDF). Returns PDF value for x.