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00001 /************************************************************************ 00002 * Copyright (C) 2012 Eindhoven University of Technology (TU/e). * 00003 * All rights reserved. * 00004 ************************************************************************ 00005 * Redistribution and use in source and binary forms, with or without * 00006 * modification, are permitted provided that the following conditions * 00007 * are met: * 00008 * * 00009 * 1. Redistributions of source code must retain the above * 00010 * copyright notice, this list of conditions and the following * 00011 * disclaimer. * 00012 * * 00013 * 2. Redistributions in binary form must reproduce the above * 00014 * copyright notice, this list of conditions and the following * 00015 * disclaimer in the documentation and/or other materials * 00016 * provided with the distribution. * 00017 * * 00018 * THIS SOFTWARE IS PROVIDED BY TU/e "AS IS" AND ANY EXPRESS OR * 00019 * IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED * 00020 * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE * 00021 * ARE DISCLAIMED. IN NO EVENT SHALL TU/e OR CONTRIBUTORS BE LIABLE * 00022 * FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR * 00023 * CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT * 00024 * OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; * 00025 * OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF * 00026 * LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT * 00027 * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE * 00028 * USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH * 00029 * DAMAGE. * 00030 * * 00031 * The views and conclusions contained in the software and * 00032 * documentation are those of the authors and should not be * 00033 * interpreted as representing official policies, either expressed or * 00034 * implied, of TU/e. * 00035 ************************************************************************/ 00036 00037 #ifndef PROBLIB_GAUSSIAN_H_ 00038 #define PROBLIB_GAUSSIAN_H_ 00039 00040 #include "PDF.h" 00041 00042 namespace pbl { 00043 00051 class Gaussian: public PDF { 00052 00053 public: 00054 00060 Gaussian(int dim); 00061 00068 Gaussian(const arma::vec& mean, const arma::mat& cov); 00069 00073 Gaussian(const Gaussian& orig); 00074 00078 virtual ~Gaussian(); 00079 00085 Gaussian& operator=(const Gaussian& other); 00086 00092 Gaussian* clone() const; 00093 00094 double getLikelihood(const PDF& pdf) const; 00095 00102 double getDensity(const arma::vec& v, double max_mah_dist = 0) const; 00103 00104 double getDensity(const Gaussian& npdf, double max_mah_dist = 0) const; 00105 00111 double getMaxDensity() const; 00112 00119 bool getExpectedValue(arma::vec& v) const; 00120 00125 void setMean(const arma::vec& mu); 00126 00131 void setCovariance(const arma::mat& cov); 00132 00137 const arma::vec& getMean() const; 00138 00143 const arma::mat& getCovariance() const; 00144 00150 std::string toString(const std::string& indent = "") const; 00151 00152 protected: 00153 00154 struct GaussianStruct { 00155 00156 arma::vec mu_; 00157 00158 arma::mat cov_; 00159 00160 int n_ptrs_; 00161 00162 GaussianStruct(const arma::vec& mu, const arma::mat& cov) : mu_(mu) , cov_(cov), n_ptrs_(1) { } 00163 00164 GaussianStruct(const GaussianStruct& orig) : mu_(orig.mu_), cov_(orig.cov_), n_ptrs_(1) { } 00165 }; 00166 00167 GaussianStruct* ptr_; 00168 00169 void cloneStruct(); 00170 00171 double getDensity(const arma::vec& v1, const arma::vec& v2, const arma::mat& S, double max_mah_dist = 0) const; 00172 00173 #define CHECK_INITIALIZED assert_msg(ptr_, "Gaussian was not yet initialized.") 00174 00175 }; 00176 00177 } 00178 00179 #endif /* NORMALPDF_H_ */