Files
wakapi-readme-stats/node_modules/vega-statistics/src/mixture.js
2020-07-28 00:48:25 +05:30

69 lines
1.3 KiB
JavaScript

import {random} from './random';
export default function(dists, weights) {
var dist = {}, m = 0, w;
function normalize(x) {
var w = [], sum = 0, i;
for (i=0; i<m; ++i) { sum += (w[i] = (x[i]==null ? 1 : +x[i])); }
for (i=0; i<m; ++i) { w[i] /= sum; }
return w;
}
dist.weights = function(_) {
if (arguments.length) {
w = normalize(weights = (_ || []));
return dist;
}
return weights;
};
dist.distributions = function(_) {
if (arguments.length) {
if (_) {
m = _.length;
dists = _;
} else {
m = 0;
dists = [];
}
return dist.weights(weights);
}
return dists;
};
dist.sample = function() {
var r = random(),
d = dists[m-1],
v = w[0],
i = 0;
// first select distribution
for (; i<m-1; v += w[++i]) {
if (r < v) { d = dists[i]; break; }
}
// then sample from it
return d.sample();
};
dist.pdf = function(x) {
for (var p=0, i=0; i<m; ++i) {
p += w[i] * dists[i].pdf(x);
}
return p;
};
dist.cdf = function(x) {
for (var p=0, i=0; i<m; ++i) {
p += w[i] * dists[i].cdf(x);
}
return p;
};
dist.icdf = function() {
throw Error('Mixture icdf not supported.');
};
return dist.distributions(dists).weights(weights);
}