Package rst.stochastics

The use of the term stochastic to mean based on the theory of probability.

See also

Wikipedia article containing the definition above

http://en.wikipedia.org/wiki/Stochastic

Messages

• MixtureOfGaussian1D
• Gaussian1D

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Message MixtureOfGaussian1D

class rst.stochastics.MixtureOfGaussian1D

Constraint: sum(.components.weight) = 1

Weighted mixture of one-dimensional Gaussian distributions.

Code author: Xavier Alameda-Pineda <xavier.alameda-pineda@inrialpes.fr>

Code author: Johannes Wienke <jwienke@techfak.uni-bielefeld.de>

components

Type:array of rst.stochastics.MixtureOfGaussian1D.GaussianComponent1D

Components of the mixture.

An empty set of components is not allowed. The order of elements is not significant.

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message MixtureOfGaussian1D {

    /**
     * A mixture component distribution with its associated weight.
     */
    message GaussianComponent1D {

        /**
         * The Gaussian distribution associated with this component.
         */
        required Gaussian1D gaussian = 1;

        /**
         * Weight of this component.
         */
        // @constraint(0 <= value <= 1)
        required float weight = 2;

        /**
         * Deprecated implementation detail - do not use.
         */
        required float probability_state = 3;
    }

    /**
     * Components of the mixture.
     *
     * An empty set of components is not allowed.
     * The order of elements is not significant.
     */
    repeated GaussianComponent1D components = 1;

}

Message GaussianComponent1D

class rst.stochastics.MixtureOfGaussian1D.GaussianComponent1D

A mixture component distribution with its associated weight.

gaussian

Type:rst.stochastics.Gaussian1D

The Gaussian distribution associated with this component.

weight

Type:FLOAT32

Constraint: 0 <= value <= 1

Weight of this component.

probability_state

Type:FLOAT32

Deprecated implementation detail - do not use.

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    message GaussianComponent1D {

        /**
         * The Gaussian distribution associated with this component.
         */
        required Gaussian1D gaussian = 1;

        /**
         * Weight of this component.
         */
        // @constraint(0 <= value <= 1)
        required float weight = 2;

        /**
         * Deprecated implementation detail - do not use.
         */
        required float probability_state = 3;
    }

Message Gaussian1D

class rst.stochastics.Gaussian1D

Describes a one-dimensional Gaussian distribution.

Code author: Xavier Alameda-Pineda <xavier.alameda-pineda@inrialpes.fr>

Code author: Johannes Wienke <jwienke@techfak.uni-bielefeld.de>

mean

Type:FLOAT32

Mean of the distribution.

variance

Type:FLOAT32

Constraint: value >= 0

Variance of the distribution.

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message Gaussian1D {

    /**
     * Mean of the distribution.
     */
    required float mean = 1;

    /**
     * Variance of the distribution.
     */
    // @constraint(value >= 0)
    required float variance = 2;

}