public abstract class AbstractMultivariateGaussian extends Object implements MultivariateGaussian
MultivariateGaussian implementations| Modifier and Type | Field and Description |
|---|---|
Jama.Matrix |
mean
The mean vector
|
| Constructor and Description |
|---|
AbstractMultivariateGaussian() |
| Modifier and Type | Method and Description |
|---|---|
double |
estimateLogProbability(double[] sample)
Get the log probability for a given point in space relative to the PDF
represented by this distribution.
|
double[] |
estimateLogProbability(double[][] x)
Get the log probability for a given point in space relative to the PDF
represented by this distribution.
|
double |
estimateProbability(double[] sample)
Get the probability for a given point in space relative to the PDF
represented by this distribution.
|
Jama.Matrix |
getMean()
Get the mean
|
int |
numDims()
Get the dimensionality
|
double[][] |
sample(int nsamples,
Random rng)
Sample the distribution.
|
double[] |
sample(Random rng)
Sample the distribution.
|
String |
toString() |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, waitgetCovariance, getCovariancepublic Jama.Matrix mean
public AbstractMultivariateGaussian()
public Jama.Matrix getMean()
MultivariateGaussiangetMean in interface MultivariateGaussianpublic double[] sample(Random rng)
MultivariateDistributionsample in interface MultivariateDistributionrng - the random number generatorpublic double[][] sample(int nsamples, Random rng)
MultivariateDistributionsample in interface MultivariateDistributionnsamples - the number of samples to drawrng - the random number generatorpublic int numDims()
MultivariateGaussiannumDims in interface MultivariateGaussianpublic double estimateProbability(double[] sample)
MultivariateDistributionestimateProbability in interface MultivariateDistributionsample - the pointpublic double estimateLogProbability(double[] sample)
MultivariateDistributionestimateLogProbability in interface MultivariateDistributionsample - the pointpublic double[] estimateLogProbability(double[][] x)
MultivariateDistributionestimateLogProbability in interface MultivariateDistributionx - the samples