jphase.fit
Class EMHyperExpoFit
java.lang.Object
jphase.fit.ContPhaseFitter
jphase.fit.MLContPhaseFitter
jphase.fit.EMHyperExpoFit
- All Implemented Interfaces:
- PhaseFitter
public class EMHyperExpoFit
- extends MLContPhaseFitter
This class implements the Maximum Likelihood method
proposed by Khayari, Sadre and Haverkort in "Fitting
world-wide web request traces with the EM algorithm", 2003.
The method matches the likelilihood of heavy tailed distributions
to the class of Hyper-Exponential distributions.
- Author:
- Juan Fernando Perez
Field Summary |
static double |
precision
Precision for the convergence criterion
in the algorithm |
static double |
precisionParam
Precision for the convergence criterion in
the coefficient of variance |
Method Summary |
double |
doFitN(double[] data)
This method implements the EM algorithm from the data, with
the specified number of exponential phases |
DenseContPhaseVar |
fit()
Executes the fitting procedure to find the parameter set |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
precision
public static double precision
- Precision for the convergence criterion
in the algorithm
precisionParam
public static double precisionParam
- Precision for the convergence criterion in
the coefficient of variance
EMHyperExpoFit
public EMHyperExpoFit(double[] data)
- Parameters:
data
-
fit
public DenseContPhaseVar fit()
- Description copied from interface:
PhaseFitter
- Executes the fitting procedure to find the parameter set
- Specified by:
fit
in interface PhaseFitter
- Specified by:
fit
in class ContPhaseFitter
- Returns:
- HyperExponential variable with the best fit
- See Also:
PhaseFitter.fit()
doFitN
public double doFitN(double[] data)
- This method implements the EM algorithm from the data, with
the specified number of exponential phases
- Parameters:
data
- non-negative data trace from independent experiments
- Returns:
- The loglikelihood of the solution found. The values of the
parameters are stored in the attributes probs and rates