MLPACK  1.0.4
Public Member Functions | Private Attributes
mlpack::distribution::GaussianDistribution Class Reference

A single multivariate Gaussian distribution. More...

List of all members.

Public Member Functions

 GaussianDistribution ()
 Default constructor, which creates a Gaussian with zero dimension.
 GaussianDistribution (const size_t dimension)
 Create a Gaussian distribution with zero mean and identity covariance with the given dimensionality.
 GaussianDistribution (const arma::vec &mean, const arma::mat &covariance)
 Create a Gaussian distribution with the given mean and covariance.
const arma::mat & Covariance () const
 Return the covariance matrix.
arma::mat & Covariance ()
 Return a modifiable copy of the covariance.
size_t Dimensionality () const
 Return the dimensionality of this distribution.
void Estimate (const arma::mat &observations)
 Estimate the Gaussian distribution directly from the given observations.
void Estimate (const arma::mat &observations, const arma::vec &probabilities)
 Estimate the Gaussian distribution from the given observations, taking into account the probability of each observation actually being from this distribution.
const arma::vec & Mean () const
 Return the mean.
arma::vec & Mean ()
 Return a modifiable copy of the mean.
double Probability (const arma::vec &observation) const
 Return the probability of the given observation.
arma::vec Random () const
 Return a randomly generated observation according to the probability distribution defined by this object.
std::string ToString () const
 Returns a string representation of this object.

Private Attributes

arma::mat covariance
 Covariance of the distribution.
arma::vec mean
 Mean of the distribution.

Detailed Description

A single multivariate Gaussian distribution.

Definition at line 35 of file gaussian_distribution.hpp.


Constructor & Destructor Documentation

Default constructor, which creates a Gaussian with zero dimension.

Definition at line 47 of file gaussian_distribution.hpp.

Create a Gaussian distribution with zero mean and identity covariance with the given dimensionality.

Definition at line 53 of file gaussian_distribution.hpp.

mlpack::distribution::GaussianDistribution::GaussianDistribution ( const arma::vec &  mean,
const arma::mat &  covariance 
) [inline]

Create a Gaussian distribution with the given mean and covariance.

Definition at line 61 of file gaussian_distribution.hpp.


Member Function Documentation

const arma::mat& mlpack::distribution::GaussianDistribution::Covariance ( ) const [inline]

Return the covariance matrix.

Definition at line 111 of file gaussian_distribution.hpp.

References covariance.

Return a modifiable copy of the covariance.

Definition at line 116 of file gaussian_distribution.hpp.

References covariance.

Return the dimensionality of this distribution.

Definition at line 65 of file gaussian_distribution.hpp.

References mean.

void mlpack::distribution::GaussianDistribution::Estimate ( const arma::mat &  observations)

Estimate the Gaussian distribution directly from the given observations.

Parameters:
observationsList of observations.
void mlpack::distribution::GaussianDistribution::Estimate ( const arma::mat &  observations,
const arma::vec &  probabilities 
)

Estimate the Gaussian distribution from the given observations, taking into account the probability of each observation actually being from this distribution.

const arma::vec& mlpack::distribution::GaussianDistribution::Mean ( ) const [inline]

Return the mean.

Definition at line 101 of file gaussian_distribution.hpp.

References mean.

Return a modifiable copy of the mean.

Definition at line 106 of file gaussian_distribution.hpp.

References mean.

double mlpack::distribution::GaussianDistribution::Probability ( const arma::vec &  observation) const [inline]

Return the probability of the given observation.

Definition at line 70 of file gaussian_distribution.hpp.

References covariance, mean, and mlpack::gmm::phi().

Return a randomly generated observation according to the probability distribution defined by this object.

Returns:
Random observation from this Gaussian distribution.

Returns a string representation of this object.


Member Data Documentation

Covariance of the distribution.

Definition at line 41 of file gaussian_distribution.hpp.

Referenced by Covariance(), and Probability().

Mean of the distribution.

Definition at line 39 of file gaussian_distribution.hpp.

Referenced by Dimensionality(), Mean(), and Probability().


The documentation for this class was generated from the following file: