Class: EMAlgorithm::Likelihood

Inherits:
CheckMethod show all
Defined in:
lib/em_algorithm/convergence/likelihood.rb

Constant Summary collapse

THRESHOLD =

THRESHOLD = 0.0001

0.01

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(data_array) ⇒ Likelihood

Returns a new instance of Likelihood.



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# File 'lib/em_algorithm/convergence/likelihood.rb', line 8

def initialize(data_array)
  @data_array = data_array
  @history = []
end

Instance Attribute Details

#history ⇒ Object

Returns the value of attribute history.



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# File 'lib/em_algorithm/convergence/likelihood.rb', line 6

def history
  @history
end

Instance Method Details

#calculate(model) ⇒ Object

calculate log likelihood



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# File 'lib/em_algorithm/convergence/likelihood.rb', line 14

def calculate(model)
  likelihood = @data_array.inject(0.0) do |likelihood, x|
    likelihood + log(model.pdf(x))
  end
  @history << likelihood
  likelihood
end

#converged? ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/em_algorithm/convergence/likelihood.rb', line 26

def converged?
  return false if @history.length == 1
  (@history[-1] - @history[-2]).abs < THRESHOLD
end

#debug_output ⇒ Object 



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# File 'lib/em_algorithm/convergence/likelihood.rb', line 31

def debug_output
  "Likelihood: #{value}"
end

#value ⇒ Object 



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# File 'lib/em_algorithm/convergence/likelihood.rb', line 22

def value
  @history.last
end