org.openimaj.math.statistics.distribution

Class FullMultivariateGaussian

java.lang.Object

org.openimaj.math.statistics.distribution.AbstractMultivariateGaussian

org.openimaj.math.statistics.distribution.FullMultivariateGaussian

All Implemented Interfaces:

MultivariateDistribution, MultivariateGaussian

public class FullMultivariateGaussian
extends AbstractMultivariateGaussian

Implementation of a basic MultivariateGaussian with a full covariance matrix.

Author:

Jonathon Hare (jsh2@ecs.soton.ac.uk)

Field Summary

Fields

Modifier and Type	Field and Description
Jama.Matrix	covar The covariance matrix

Fields inherited from class org.openimaj.math.statistics.distribution.AbstractMultivariateGaussian

mean

Constructor Summary

Constructors

Constructor and Description
FullMultivariateGaussian(int ndims) Construct the Gaussian with the zero mean and unit variance
FullMultivariateGaussian(Jama.Matrix mean, Jama.Matrix covar) Construct the Gaussian with the provided center and covariance

Method Summary

Modifier and Type	Method and Description
Jama.Matrix	getCovariance() Get the covariance
double	getCovariance(int row, int column) Get a covariance value from the covariance matrix.

Methods inherited from class org.openimaj.math.statistics.distribution.AbstractMultivariateGaussian

estimateLogProbability, estimateLogProbability, estimateProbability, getMean, numDims, sample, sample, toString

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

covar

public Jama.Matrix covar

The covariance matrix

Constructor Detail

FullMultivariateGaussian

public FullMultivariateGaussian(Jama.Matrix mean,
                                Jama.Matrix covar)

Construct the Gaussian with the provided center and covariance

Parameters:

mean - centre of the Gaussian

covar - covariance of the Gaussian

FullMultivariateGaussian

public FullMultivariateGaussian(int ndims)

Construct the Gaussian with the zero mean and unit variance

Parameters:

ndims - number of dimensions

Method Detail

getCovariance

public Jama.Matrix getCovariance()

Description copied from interface: MultivariateGaussian

Get the covariance

Returns:

the covariance

getCovariance

public double getCovariance(int row,
                            int column)

Description copied from interface: MultivariateGaussian

Get a covariance value from the covariance matrix.

This method is provided for efficiency as not all implementations will store the full matrix, and it would be wasteful to create it each time a value is needed.

Parameters:

row - the row of the matrix value to get

column - the column of the matrix value to get

Returns:

the covariance at the given row and column