prtRvIndependent Independent random variables
RV = prtRvIndependent creates a prtRvIndependent object.
prtRvIndependent objects enable the training of independent
versions of a base random variable type on each column of a data
set. By default, prtRvIndependent assumes Gaussian distributed
random variables.
RV = prtRvIndependent('baseRv', VALUE) specifies the type of RV to
be trained on each column of input data. VALUE must specify a
valid prtRV class. By default the baseRv field is a
prtRvIndependent.
RV = prtRvIndependent(PROPERTY1, VALUE1,...) creates a
prtRvIndependent object RV with properties as specified by
PROPERTY/VALUE pairs.
A prtRvIndependent object inherits all properties from the prtRv
class. In addition, it has the following properties:
baseRv - A prtRv object specifying the type of classifier
to create independent versions of.
rvArray - An array of objects of type baseRv that are
generated by calling the MLE method. Can also be
manually set to specify particular parameters.
A prtRvIndependent object inherits all methods from the prtRv class.
The MLE method can be used to estimate the distribution parameters from
data.
Example:
dataSet = prtDataGenUnimodal; % Load a dataset consisting of 2
% classes
% Extract one of the classes from the dataSet
dataSetOneClass = prtDataSetClass(dataSet.getObservationsByClass(1));
mvnRv = prtRvIndependent; % Create a prtRvIndependent
% object, with mvn components
mvnRv = mvnRv.mle(dataSetOneClass); % Compute the maximum
% likelihood estimate from the
% data
indepRv = prtRvIndependent; %Created an indepednent RV
%(default baseRv is gaussian)
indepRv = indepRv.mle(dataSetOneClass);
subplot(2,2,1); mvnRv.plotPdf;
hold on; dataSetOneClass.plot;
title('MVN RV Pdf');
subplot(2,2,2); indepRv.plotPdf;
hold on; dataSetOneClass.plot;
title('Independent Gaussian RV Pdf');
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cdf |
Output the cdf of the random variable evaluated at the points specified |
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crossValidate |
Cross validate prtAction using prtDataSet and cross validation keys. |
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draw |
Draw random samples from the distribution described by the prtRv object |
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get |
get the object properties |
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initializeMixtureMembership |
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kfolds |
Perform K-folds cross-validation of prtAction |
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logPdf |
Output the log pdf of the random variable evaluated at the points specified |
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mle |
Compute the maximum likelihood estimate |
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optimize |
Optimize action parameter by exhaustive function maximization. |
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pdf |
Output the pdf of the random variable evaluated at the points specified |
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plotCdf |
Plots the CDF of the prtRv |
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plotLogPdf |
Plot the pdf of the prtRv |
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plotPdf |
Plot the pdf of the prtRv |
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run |
Run a prtAction object on a prtDataSet object. |
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set |
set the object properties |
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train |
Train a prtAction object using training a prtDataSet object. |