public void MixtureDistributionExample()
{
var samples1 = new NormalDistribution(mean: -2, stdDev: 1).Generate(10000000);
var samples2 = new NormalDistribution(mean: +4, stdDev: 1).Generate(10000000);
// Mix the samples from both distributions
var samples = samples1.Concatenate(samples2);
// Create a new mixture distribution with two Normal components
var mixture = new Mixture <NormalDistribution>(
new NormalDistribution(-1),
new NormalDistribution(+1));
// Estimate the distribution
mixture.Fit(samples);
var a = mixture.Components[0].ToString("N2"); // N(x; μ = -2.00, σ² = 1.00)
var b = mixture.Components[1].ToString("N2"); // N(x; μ = 4.00, σ² = 1.02)
Assert.AreEqual("N(x; μ = -2.00, σ² = 0.99)", a);
Assert.AreEqual("N(x; μ = 4.00, σ² = 1.01)", b);
}
public void MixtureFitTest()
{
var samples1 = new NormalDistribution(mean: -2, stdDev: 0.5).Generate(100000);
var samples2 = new NormalDistribution(mean: +4, stdDev: 0.5).Generate(100000);
// Mix the samples from both distributions
var samples = samples1.Concatenate(samples2);
// Create a new mixture distribution with two Normal components
var mixture = new Mixture <NormalDistribution>(new[] { 0.2, 0.8 },
new NormalDistribution(-1),
new NormalDistribution(+1));
// Estimate the distribution
mixture.Fit(samples, new MixtureOptions
{
Iterations = 50,
Threshold = 0
});
var result = mixture.ToString("N2", System.Globalization.CultureInfo.InvariantCulture);
Assert.AreEqual("Mixture(x; 0.50*N(x; μ = -2.00, σ² = 0.25) + 0.50*N(x; μ = 4.00, σ² = 0.25))", result);
}
public void MixtureDistributionExample()
{
var samples1 = new NormalDistribution(mean: -2, stdDev: 1).Generate(100000);
var samples2 = new NormalDistribution(mean: +4, stdDev: 1).Generate(100000);
// Mix the samples from both distributions
var samples = samples1.Concatenate(samples2);
// Create a new mixture distribution with two Normal components
var mixture = new Mixture<NormalDistribution>(
new NormalDistribution(-1),
new NormalDistribution(+1));
// Estimate the distribution
mixture.Fit(samples);
var a = mixture.Components[0].ToString("N2"); // N(x; μ = -2.00, σ² = 1.00)
var b = mixture.Components[1].ToString("N2"); // N(x; μ = 4.00, σ² = 1.02)
Assert.AreEqual("N(x; μ = -2.00, σ² = 1.00)", a);
Assert.AreEqual("N(x; μ = 4.00, σ² = 1.02)", b);
}
