The total number of parameters in the mixing distribution. Each weight counts as a parameter and the total number of parameters associated with the distributions.

weights

val weights: DoubleArray

The mixing weights.

Functions

cdf

open override fun cdf(x: Double): Double

Returns the F(x) = Pr{X <= x} where F represents the cumulative distribution function

domain

open override fun domain(): Interval

instance

open override fun instance(): MixtureDistribution

invCDF

open override fun invCDF(p: Double): Double

Provides the inverse cumulative distribution function for the distribution

mean

open override fun mean(): Double

Returns the mean or expected value of a distribution

parameterArrays

fun parameterArrays(): List<DoubleArray>

This function returns the parameters of the mixture distribution as a list of double arrays. The first array is the CDF of the mixture. Then, each parameter array from the list of supplied distributions.

parameters

open override fun parameters(): DoubleArray

This function returns the parameters of the mixture distribution as an array. The array will have the following form

open override fun parameters(params: DoubleArray)

This function sets the parameters of the distribution according to the supplied array. The array must have the following form

pdf

open override fun pdf(x: Double): Double

Returns the f(x) where f represents the probability density function for the distribution. Note this is not a probability.

randomVariable

open override fun randomVariable(streamNumber: Int, streamProvider: RNStreamProviderIfc): MixtureRV

Promises to return a random variable that uses the supplied stream number using the supplied stream provider

variance

open override fun variance(): Double

Returns the variance of the distribution if defined