Examples of com.mapr.stats.random.BetaDistribution

com.mapr.stats.random.BetaDistribution

Sample from a beta distribution. The beta distribution has PDF of \[ p(x \mid \alpha, \alpha) = {\frac {\Gamma(\alpha+\beta)} {\Gamma(\alpha) \Gamma(\beta}} x^{\alpha-1} (1-x)^{\beta-1} \] Note that \( \frac {\Gamma(\alpha) \Gamma(\beta)} {\Gamma(\alpha+\beta)} \) and is known as the beta function \(B(\alpha, \beta)\). Sampling from the beta distribution \(x \sim B(\alpha, \beta)\) can be done by using the following procedure which depends on sampling from the gamma distribution \[ u \sim \Gamma(\alpha, 1) \\ v \sim \Gamma(\beta, 1) \\ x = \frac u {u+v} \]


    private double x;
    private double pdf = 0;


    public BetaWalk(double alpha, double beta, double stepSize) {
        this.bd = new BetaDistribution(alpha, beta, rand);
        this.stepSize = stepSize;
        x = bd.nextDouble();
        if (x < 0) {
            System.out.printf("heh?\n");
        }

        this.featureMap = featureMap;
        m = featureMap.numCols();
        this.state = new DenseMatrix(m, 2);
        this.state.viewColumn(0).assign(alpha_0);
        this.state.viewColumn(1).assign(beta_0);
        this.rand = new BetaDistribution(1, 1);
    }

Related Classes of com.mapr.stats.random.BetaDistribution

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