Public Member Functions
	bivariate_gaussian (vector2 const &mu, matrix2 const &sigma)
vector2 const &	get_mu () const
matrix2 const &	get_sigma () const
double	operator() (vector2 const &p) const
double	operator() (double x, double y) const
Static Private Member Functions
static matrix2	compute_inverse_cholesky (matrix2 const &m)
Private Attributes
matrix2	_cholesky
vector2	_mu
matrix2	_sigma

Detailed Description

This class represents a simple 2-d Gaussian (Normal) distribution, defined by a mean vector 'mu' and a covariance matrix 'sigma'.

Definition at line 98 of file gaussian.cpp.

Constructor & Destructor Documentation

bivariate_gaussian::bivariate_gaussian	(	vector2 const &	mu,
		matrix2 const &	sigma
	)		`[inline]`

Construct from a mean vector and covariance matrix.

Definition at line 126 of file gaussian.cpp.

static matrix2 bivariate_gaussian::compute_inverse_cholesky ( matrix2 const & m ) [inline, static, private]

This evaluates the inverse of the Cholesky factorization of a 2x2 matrix; it's just a shortcut in evaluating the density.

Definition at line 136 of file gaussian.cpp.

vector2 const& bivariate_gaussian::get_mu ( ) const [inline]

Definition at line 101 of file gaussian.cpp.

matrix2 const& bivariate_gaussian::get_sigma ( ) const [inline]

Definition at line 103 of file gaussian.cpp.

double bivariate_gaussian::operator() ( vector2 const & p ) const [inline]

Evaluate the density of the distribution at a point defined by a two-element vector.

Definition at line 108 of file gaussian.cpp.

double bivariate_gaussian::operator()	(	double	x,
		double	y
	)		const `[inline]`

Evaluate the density of the distribution at an (x, y) point.

Definition at line 116 of file gaussian.cpp.

Definition at line 151 of file gaussian.cpp.

Definition at line 149 of file gaussian.cpp.

Definition at line 150 of file gaussian.cpp.

The documentation for this class was generated from the following file: