#include <gaussian.h>
Public Member Functions | |
Gaussian (const MatrixWrapper::ColumnVector &Mu, const MatrixWrapper::SymmetricMatrix &Sigma) | |
Constructor. | |
Gaussian (int dimension=0) | |
constructor with only dimensions or nothing | |
virtual | ~Gaussian () |
Default Copy Constructor will do. | |
virtual Gaussian * | Clone () const |
Clone function. | |
virtual Probability | ProbabilityGet (const MatrixWrapper::ColumnVector &input) const |
Get the probability of a certain argument. | |
bool | SampleFrom (vector< Sample< MatrixWrapper::ColumnVector > > &list_samples, const int num_samples, int method=DEFAULT, void *args=NULL) const |
virtual bool | SampleFrom (Sample< MatrixWrapper::ColumnVector > &one_sample, int method=DEFAULT, void *args=NULL) const |
Draw 1 sample from the Pdf:. | |
virtual MatrixWrapper::ColumnVector | ExpectedValueGet () const |
Get the expected value E[x] of the pdf. | |
virtual MatrixWrapper::SymmetricMatrix | CovarianceGet () const |
Get the Covariance Matrix E[(x - E[x])^2] of the Analytic pdf. | |
void | ExpectedValueSet (const MatrixWrapper::ColumnVector &mu) |
Set the Expected Value. | |
void | CovarianceSet (const MatrixWrapper::SymmetricMatrix &cov) |
Set the Covariance Matrix. | |
virtual bool | SampleFrom (vector< Sample< MatrixWrapper::ColumnVector > > &list_samples, const unsigned int num_samples, int method=DEFAULT, void *args=NULL) const |
Draw multiple samples from the Pdf (overloaded). | |
unsigned int | DimensionGet () const |
Get the dimension of the argument. | |
virtual void | DimensionSet (unsigned int dim) |
Set the dimension of the argument. | |
Friends | |
std::ostream & | operator<< (std::ostream &os, const Gaussian &g) |
output stream for Gaussian |
Definition at line 27 of file gaussian.h.
Gaussian | ( | const MatrixWrapper::ColumnVector & | Mu, | |
const MatrixWrapper::SymmetricMatrix & | Sigma | |||
) |
virtual ~Gaussian | ( | ) | [virtual] |
Default Copy Constructor will do.
Destructor
virtual MatrixWrapper::SymmetricMatrix CovarianceGet | ( | ) | const [virtual] |
Get the Covariance Matrix E[(x - E[x])^2] of the Analytic pdf.
Get first order statistic (Covariance) of this AnalyticPdf
Reimplemented from Pdf< MatrixWrapper::ColumnVector >.
void CovarianceSet | ( | const MatrixWrapper::SymmetricMatrix & | cov | ) |
Set the Covariance Matrix.
Set the Covariance Matrix
cov | The new Covariance matrix |
unsigned int DimensionGet | ( | ) | const [inherited] |
Get the dimension of the argument.
virtual void DimensionSet | ( | unsigned int | dim | ) | [virtual, inherited] |
Set the dimension of the argument.
dim | the dimension |
virtual MatrixWrapper::ColumnVector ExpectedValueGet | ( | ) | const [virtual] |
Get the expected value E[x] of the pdf.
Get low order statistic (Expected Value) of this AnalyticPdf
For certain discrete Pdfs, this function has no meaning, what is the average between yes and no?
Reimplemented from Pdf< MatrixWrapper::ColumnVector >.
void ExpectedValueSet | ( | const MatrixWrapper::ColumnVector & | mu | ) |
Set the Expected Value.
Set the Expected Value
mu | The new Expected Value |
virtual Probability ProbabilityGet | ( | const MatrixWrapper::ColumnVector & | input | ) | const [virtual] |
Get the probability of a certain argument.
input | T argument of the Pdf |
Reimplemented from Pdf< MatrixWrapper::ColumnVector >.
virtual bool SampleFrom | ( | vector< Sample< MatrixWrapper::ColumnVector > > & | list_samples, | |
const unsigned int | num_samples, | |||
int | method = DEFAULT , |
|||
void * | args = NULL | |||
) | const [virtual, inherited] |
Draw multiple samples from the Pdf (overloaded).
list_samples | list of samples that will contain result of sampling | |
num_samples | Number of Samples to be drawn (iid) | |
method | Sampling method to be used. Each sampling method is currently represented by a define statement, eg. define BOXMULLER 1 | |
args | Pointer to a struct representing extra sample arguments. "Sample Arguments" can be anything (the number of steps a gibbs-iterator should take, the interval width in MCMC, ... (or nothing), so it is hard to give a meaning to what exactly Sample Arguments should represent... |
virtual bool SampleFrom | ( | Sample< MatrixWrapper::ColumnVector > & | one_sample, | |
int | method = DEFAULT , |
|||
void * | args = NULL | |||
) | const [virtual] |
Draw 1 sample from the Pdf:.
There's no need to create a list for only 1 sample!
one_sample | sample that will contain result of sampling | |
method | Sampling method to be used. Each sampling method is currently represented by a define statement, eg. define BOXMULLER 1 | |
args | Pointer to a struct representing extra sample arguments |
Reimplemented from Pdf< MatrixWrapper::ColumnVector >.