Package jline.api.moment
Class Moment_joint_marking
java.lang.Object
jline.api.moment.Moment_joint_marking
Joint factorial moments of the per-class counts under multinomial marking.
If a count N is marked independently, every event receiving class j with probability p_j, then the per-class counts (N_1,...,N_d) have joint factorial moments
E[prod_j (N_j)_(a_j)] = (prod_j p_j^(a_j)) * f_(|a|)
where f is the factorial moment sequence of the aggregate count N and |a| = a_1+...+a_d. This is the counting-process counterpart of the marking (class-splitting) formulas of the M3A fitters, and it is exact for the per-class counts of a MAP marked in this i.i.d. way, in particular for an MMAP whose marking probabilities do not depend on the phase.
Reference: A. Heindl and A. van de Liefvoort. Moment conversions for discrete distributions. PMCCS, 2003.
- Since:
- LINE 3.0
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Method Summary
Modifier and TypeMethodDescriptionstatic double[]moment_joint_marking(Matrix f, double[] p, int[] dims) Joint factorial moments of the per-class counts.
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Method Details
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moment_joint_marking
Joint factorial moments of the per-class counts.- Parameters:
f- column vector of length n+1 holding the factorial moments of the aggregate countp- marking probabilities, one per classdims- maximum order per class; their sum must not exceed n- Returns:
- flattened joint factorial moments in row-major order, of extent (dims[0]+1)*...*(dims[d-1]+1)
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