public abstract class AbstractMultivariateGaussian extends Object implements MultivariateGaussian
MultivariateGaussian
implementationsModifier and Type | Field and Description |
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Jama.Matrix |
mean
The mean vector
|
Constructor and Description |
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AbstractMultivariateGaussian() |
Modifier and Type | Method and Description |
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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, wait
getCovariance, getCovariance
public Jama.Matrix mean
public AbstractMultivariateGaussian()
public Jama.Matrix getMean()
MultivariateGaussian
getMean
in interface MultivariateGaussian
public double[] sample(Random rng)
MultivariateDistribution
sample
in interface MultivariateDistribution
rng
- the random number generatorpublic double[][] sample(int nsamples, Random rng)
MultivariateDistribution
sample
in interface MultivariateDistribution
nsamples
- the number of samples to drawrng
- the random number generatorpublic int numDims()
MultivariateGaussian
numDims
in interface MultivariateGaussian
public double estimateProbability(double[] sample)
MultivariateDistribution
estimateProbability
in interface MultivariateDistribution
sample
- the pointpublic double estimateLogProbability(double[] sample)
MultivariateDistribution
estimateLogProbability
in interface MultivariateDistribution
sample
- the pointpublic double[] estimateLogProbability(double[][] x)
MultivariateDistribution
estimateLogProbability
in interface MultivariateDistribution
x
- the samples