public class SphericalMultivariateGaussian extends AbstractMultivariateGaussian
MultivariateGaussian
(diagonal
covariance matrix with equal values).Modifier and Type | Field and Description |
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double |
variance
The variance
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mean
Constructor and Description |
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SphericalMultivariateGaussian(int ndims)
Construct the Gaussian with the zero mean and unit variance
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SphericalMultivariateGaussian(Jama.Matrix mean,
double variance)
Construct the Gaussian with the provided center and covariance
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Modifier and Type | Method and Description |
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Jama.Matrix |
getCovariance()
Get the covariance
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double |
getCovariance(int row,
int col)
Get a covariance value from the covariance matrix.
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estimateLogProbability, estimateLogProbability, estimateProbability, getMean, numDims, sample, sample, toString
public double variance
public SphericalMultivariateGaussian(Jama.Matrix mean, double variance)
mean
- centre of the Gaussianvariance
- variance of the Gaussianpublic SphericalMultivariateGaussian(int ndims)
ndims
- number of dimensionspublic Jama.Matrix getCovariance()
MultivariateGaussian
public double getCovariance(int row, int col)
MultivariateGaussian
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.
row
- the row of the matrix value to getcol
- the column of the matrix value to get