MLPACK
1.0.4
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Gaussian Mixture Models. More...
Classes | |
class | EMFit |
This class contains methods which can fit a GMM to observations using the EM algorithm. More... | |
class | GMM |
A Gaussian Mixture Model (GMM). More... | |
Functions | |
double | phi (const double x, const double mean, const double var) |
Calculates the univariate Gaussian probability density function. | |
double | phi (const arma::vec &x, const arma::vec &mean, const arma::mat &cov) |
Calculates the multivariate Gaussian probability density function. | |
double | phi (const arma::vec &x, const arma::vec &mean, const arma::mat &cov, const std::vector< arma::mat > &d_cov, arma::vec &g_mean, arma::vec &g_cov) |
Calculates the multivariate Gaussian probability density function and also the gradients with respect to the mean and the variance. | |
void | phi (const arma::mat &x, const arma::vec &mean, const arma::mat &cov, arma::vec &probabilities) |
Calculates the multivariate Gaussian probability density function for each data point (column) in the given matrix, with respect to the given mean and variance. |
Gaussian Mixture Models.
double mlpack::gmm::phi | ( | const double | x, |
const double | mean, | ||
const double | var | ||
) | [inline] |
Calculates the univariate Gaussian probability density function.
Example use:
double x, mean, var; .... double f = phi(x, mean, var);
x | Observation. |
mean | Mean of univariate Gaussian. |
var | Variance of univariate Gaussian. |
Definition at line 46 of file phi.hpp.
References M_PI.
Referenced by mlpack::distribution::GaussianDistribution::Probability().
double mlpack::gmm::phi | ( | const arma::vec & | x, |
const arma::vec & | mean, | ||
const arma::mat & | cov | ||
) | [inline] |
Calculates the multivariate Gaussian probability density function.
Example use:
extern arma::vec x, mean; extern arma::mat cov; .... double f = phi(x, mean, cov);
x | Observation. |
mean | Mean of multivariate Gaussian. |
cov | Covariance of multivariate Gaussian. |
Definition at line 68 of file phi.hpp.
References M_PI.
double mlpack::gmm::phi | ( | const arma::vec & | x, |
const arma::vec & | mean, | ||
const arma::mat & | cov, | ||
const std::vector< arma::mat > & | d_cov, | ||
arma::vec & | g_mean, | ||
arma::vec & | g_cov | ||
) | [inline] |
Calculates the multivariate Gaussian probability density function and also the gradients with respect to the mean and the variance.
Example use:
extern arma::vec x, mean, g_mean, g_cov; std::vector<arma::mat> d_cov; // the dSigma .... double f = phi(x, mean, cov, d_cov, &g_mean, &g_cov);
Definition at line 94 of file phi.hpp.
References M_PI.
void mlpack::gmm::phi | ( | const arma::mat & | x, |
const arma::vec & | mean, | ||
const arma::mat & | cov, | ||
arma::vec & | probabilities | ||
) | [inline] |
Calculates the multivariate Gaussian probability density function for each data point (column) in the given matrix, with respect to the given mean and variance.
x | List of observations. |
mean | Mean of multivariate Gaussian. |
cov | Covariance of multivariate Gaussian. |
probabilities | Output probabilities for each input observation. |
Definition at line 138 of file phi.hpp.
References M_PI.