Package gov.nih.mipav.model.algorithms

Class Fastfit

java.lang.Object
gov.nih.mipav.model.algorithms.Fastfit
public class Fastfit extends Object

  • Field Details

    • epsilon

      public double epsilon
      Original C and MATLAB code from fastfit and lightspeed packages by Tom Minka. Ported to Java by William Gandler Fastfit ======= This toolbox implements efficient maximum-likelihood estimation of various distributions. It utilizes the technique of generalized Newton iteration, described in the following papers: [Beyond Newton's method](http://tminka.github.io/papers/newton.html) [Estimating a Dirichlet distribution](http://tminka.github.io/papers/dirichlet/) [Estimating a Gamma distribution](http://tminka.github.io/papers/minka-gamma.pdf) This toolbox requires the [Lightspeed toolbox](https://github.com/tminka/lightspeed/), so you will need to install both. See Contents.m for more details. A python port is available at https://github.com/ericsuh/dirichlet Tom Minka Lightspeed matlab toolbox ========================= This library provides: highly optimized versions of mathematical functions such as `normcdf`, set intersection, and `gammaln` efficient random number generators evaluation of common probability densities routines for counting floating-point operations (FLOPS), useful for benchmarking algorithms. utilities such as filename globbing and parsing of variable-length argument lists. graphics functions such as `axis_pct` and `mobile_text` (in the graphics subdirectory). See Contents.m for a table of contents. Tom Minka MIT License Copyright (c) 2017 Tom Minka Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

    • ix

      static long ix

    • iy

      static long iy

    • iz

      static long iz

    • RandN_previous

      static double RandN_previous

    • RandN_usePrevious

      static int RandN_usePrevious

    • CACHE_SIZE

      int CACHE_SIZE

  • Constructor Details

    • Fastfit

      public Fastfit()

  • Method Details

    • test_digamma

      public void test_digamma()

    • digamma

      public double digamma(double x)

    • test_trigamma

      public void test_trigamma()

    • trigamma

      public double trigamma(double x)

    • tetragamma

      public double tetragamma(double x)

    • Rand

      public double Rand()

    • ResetSeed

      public void ResetSeed()

    • SetSeed

      public void SetSeed(long new_ix, long new_iy, long new_iz)

    • GetSeed

      public void GetSeed(long[] ix_out, long[] iy_out, long[] iz_out)

    • RandN

      public double RandN()

    • test_randgamma

      public void test_randgamma()

    • GammaRand

      public double GammaRand(double a)

    • BetaRand

      public double BetaRand(double a, double b)

    • BinoRand

      public long BinoRand(double p, long n)

    • logdet

      public double logdet(double[][] A)

    • test_randwishart

      public void test_randwishart()

    • randwishart

      public double[][] randwishart(double a, int d)

    • test_logsumexp

      public void test_logsumexp()

    • logsumexp

      public double[] logsumexp(double[][] ain, int dim)

    • test_logmulexp

      public void test_logmulexp()

    • logmulexp

      public double[][] logmulexp(double[][] a, double[][] b)

    • test_normcdf

      public void test_normcdf()

    • normcdf

      public double normcdf(double x, double m, double s)

    • normcdfln

      public double normcdfln(double x)

    • normcdflogit

      public double normcdflogit(double x)

    • test_cholproj

      public void test_cholproj()

    • cholproj

      public double[][] cholproj(double[][] A, boolean[] isPosDef)

    • gammaln2

      double gammaln2(double x, double d)

    • test_gammaln

      public void test_gammaln()

    • gammaln

      double gammaln(double x)

    • wishpdfln

      public double wishpdfln(double X, double a, double B, boolean inverse)

    • wishpdfln

      public double wishpdfln(double[][] Xin, double a, double[][] B, boolean inverse)

    • test_wishpdf

      public void test_wishpdf()

    • wishpdf

      public double wishpdf(double X, double a, double B, boolean inverse)

    • wishpdf

      public double wishpdf(double[][] X, double a, double[][] B, boolean inverse)

    • test_pochhammer

      public void test_pochhammer()

    • pochhammer

      public double pochhammer(double x, double n)

    • pochhammer

      public double pochhammer(double x, int n)

    • slow_pochhammer

      public double slow_pochhammer(double x, int n)

    • di_pochhammer

      public double di_pochhammer(double x, double n)

    • di_pochhammer

      public double di_pochhammer(double x, int n)

    • slow_di_pochhammer

      public double slow_di_pochhammer(double x, int n)

    • tri_pochhammer

      public double tri_pochhammer(double x, double n)

    • tri_pochhammer

      public double tri_pochhammer(double x, int n)

    • slow_tri_pochhammer

      public double slow_tri_pochhammer(double x, int n)

    • solve_tril

      public double[][] solve_tril(double[][] T, double[][] b)

    • solve_tril2

      public double[][] solve_tril2(double[][] T, double[][] b)

    • test_solve_tri

      public void test_solve_tri()

    • solve_triu

      public double[][] solve_triu(double[][] T, double[][] b)

    • solve_triu2

      public double[][] solve_triu2(double[][] T, double[][] b)

    • inv_triu

      public double[][] inv_triu(double[][] U)

    • test_inv_posdef

      public void test_inv_posdef()

    • inv_posdef

      public double[][] inv_posdef(double[][] A)

    • invnormcdf

      public double invnormcdf(double p)

    • col_sum

      public double[] col_sum(double[][] x)

    • row_sum

      public double[] row_sum(double[][] x)

    • mvnormpdf

      public double[] mvnormpdf(double[][] x, double[][] m, double[][] S, double[][] iS, double[][] V, double[][] iV)

    • mvnormpdfln

      public double[] mvnormpdfln(double[][] x, double[][] m, double[][] S, double[][] iS, double[][] V, double[][] iV)

    • sqdist

      public double[][] sqdist(double[][] p, double[][] q, double[][] A)

    • test_dirichlet_sample

      public void test_dirichlet_sample()

    • dirichlet_sample

      public double[][] dirichlet_sample(double[][] a, int n)

    • dirichlet_sample_col

      public double[][] dirichlet_sample_col(double[] acol, int n)

    • dirichlet_moment_match

      public double[] dirichlet_moment_match(double[][] p)

    • dirichlet_fit_s

      public double[] dirichlet_fit_s(double[][] data, double[] ain, double[] bar_p, int niter)

    • dirichlet_logProb

      public double[] dirichlet_logProb(double[] a, double[][] data)

    • dirichlet_fit_m

      public double[] dirichlet_fit_m(double[][] data, double[] ain, double[] bar_p, int niter)

    • inv_digamma

      public double inv_digamma(double y, int niter)

    • dirichlet_logProb_fast

      public double dirichlet_logProb_fast(double[] a, double[] meanlog)

    • test_dirichlet_fit

      public void test_dirichlet_fit()

    • dirichlet_fit

      public double[] dirichlet_fit(double[] e, double[][] data, double[] ain, double[] bar_p)

    • dirichlet_fit_simple

      public double[] dirichlet_fit_simple(double[] e, double[][] data, double[] ain)

    • dirichlet_fit_newton

      public double[] dirichlet_fit_newton(double[] e, double[][] data, double[] ain, double[] bar_p)

    • hessian_times_gradient

      public double[] hessian_times_gradient(double[] a, double[] g, double lambda)

    • test_gamma_fit

      public void test_gamma_fit()

    • gamma_fit

      public void gamma_fit(double[] a, double[] b, double[] x, double s)

    • polya_moment_match

      public double[] polya_moment_match(double[][] data)

    • polya_logProb

      public double[] polya_logProb(double[] a, double[][] data)

    • gradient2

      public double[] gradient2(double[] a, double[][] data, double[] sdata)

    • hessian_times_gradient2

      public double[] hessian_times_gradient2(double[] a, double[][] data, double[] sdata, double[] g, double lambda)

    • polya_fit

      public double[] polya_fit(double[][] data, double[] ain)

    • polya_fit_simple

      public double[] polya_fit_simple(double[][] data, double[] ain)

    • polya_fit_m

      public double[] polya_fit_m(double[][] data, double[] ain, double[] weight)

    • quad_roots

      public void quad_roots(double[] r1, double[] r2, double a2, double a1, double a0)

    • special_case

      public double special_case(double s, double g, double h, double c1, double c3)

    • s_derivatives_c

      public void s_derivatives_c(double[] g, double[] h, double[] c1, double[] c3, double[] a, double[][] data, double[] len, double[] weight)

    • s_derivatives

      public void s_derivatives(double[] g, double[] h, double[] c1, double[] c3, double[] a, double[][] data, double[] sdata, double[] weight)

    • polya_fit_s

      public double[] polya_fit_s(double[][] data, double[] ain, double[] weight)

    • polya_fit_ms

      public double[] polya_fit_ms(double[][] data, double[] ain, double[] weight)

    • polya_sample

      public double[][] polya_sample(double[][] a, int[] n)

    • sample_hist

      public double[][] sample_hist(double[][] p, int[] n)

    • test_polya_fit

      public void test_polya_fit()