| public Fit ( double observations, double weights ) : IDistribution | ||
| observations | double | The array of observations to fit the model against. |
| weights | double | The weight vector containing the weight for each of the samples. |
| return | IDistribution | |
public override IDistribution Fit(double[][] observations, double[] weights)
{
var pi = new double[probabilities.Length];
double size = weights.Length;
for (int c = 0; c < probabilities.Length; c++)
{
for (int i = 0; i < observations.Length; i++)
pi[c] += observations[i][c]*weights[i]*size;
pi[c] /= N;
}
return new MultinomialDistribution(N, pi);
}
public void FitTest()
{
MultinomialDistribution dist = new MultinomialDistribution(7, new double[2]);
double[][] observation =
{
new double[] { 0, 2 },
new double[] { 1, 2 },
new double[] { 5, 1 },
};
dist.Fit(observation);
Assert.AreEqual(dist.Probabilities[0], 0.857142857142857, 0.000000001);
Assert.AreEqual(dist.Probabilities[1], 0.714285714285714, 0.000000001);
}
