This class represents a multi-variate Gaussian (Normal) distribution. More...

#include <Gaussian.h>

Inheritance diagram for pbl::Gaussian:

Classes
struct	GaussianStruct

Public Member Functions
Gaussian *	clone () const
	Creates a clone of the object. The clone method is cheap since it only copies a pointer. A deep clone will only be created if the original object is modified. More...

	Gaussian (int dim)
	Constructs a (multi-variate) Gaussian with specific dimensionality but leaves mean and covariance unspecified. More...

	Gaussian (const arma::vec &mean, const arma::mat &cov)
	Constructs a (multi-variate) Gaussian with specified mean and covariance. More...

	Gaussian (const Gaussian &orig)
	Copy constructor. More...

const arma::mat &	getCovariance () const
	Returns the covariance matrix of the Gaussian. More...

double	getDensity (const arma::vec &v, double max_mah_dist=0) const
	Calculates the density of the Gaussian at point v. More...

double	getDensity (const Gaussian &npdf, double max_mah_dist=0) const

bool	getExpectedValue (arma::vec &v) const
	Returns the expected value E[x] of the Gaussian, which corresponds to its mean. More...

double	getLikelihood (const PDF &pdf) const

double	getMaxDensity () const
	Calculates the maximum density of the Gaussian, i.e., the density at the mean. More...

const arma::vec &	getMean () const
	Returns the mean of the Gaussian. More...

Gaussian &	operator= (const Gaussian &other)
	Assignment operator. The operation is cheap since it only copies a pointer. A deep clone will only be created if the original object is modified. More...

void	setCovariance (const arma::mat &cov)
	Sets the covariance of the Gaussian. More...

void	setMean (const arma::vec &mu)
	Sets the mean of the Gaussian. More...

std::string	toString (const std::string &indent="") const
	Represents the Gaussian as a string for easier console output. More...

virtual	~Gaussian ()
	Destructor. More...

Public Member Functions inherited from pbl::PDF
int	dimensions () const

virtual bool	getExpectedValue (std::string &v) const

	PDF (int dimensions, PDFType type)

	PDF (const PDF &orig)

PDFType	type () const

virtual	~PDF ()

Protected Member Functions
void	cloneStruct ()

double	getDensity (const arma::vec &v1, const arma::vec &v2, const arma::mat &S, double max_mah_dist=0) const

Protected Attributes
GaussianStruct *	ptr_

Protected Attributes inherited from pbl::PDF
int	dimensions_

PDFType	type_

Additional Inherited Members
Public Types inherited from pbl::PDF
enum	PDFType { GAUSSIAN, MIXTURE, UNIFORM, DISCRETE, EXACT, HYBRID, UNKNOWN }

Detailed Description

This class represents a multi-variate Gaussian (Normal) distribution.

Author: Sjoerd van den Dries

Date: December, 2012

Version: 1.0

Definition at line 51 of file Gaussian.h.

Constructor & Destructor Documentation

Gaussian::Gaussian ( int dim )

Constructs a (multi-variate) Gaussian with specific dimensionality but leaves mean and covariance unspecified.

Parameters

dim	The dimensionality of the Gaussian

Definition at line 42 of file Gaussian.cpp.

Gaussian::Gaussian	(	const arma::vec &	mean,
		const arma::mat &	cov
	)

Constructs a (multi-variate) Gaussian with specified mean and covariance.

Parameters

mean	The mean vector of the Gaussian
cov	The covariance matrix of the Gaussian

Definition at line 45 of file Gaussian.cpp.

Gaussian::Gaussian ( const Gaussian & orig )

Copy constructor.

Definition at line 48 of file Gaussian.cpp.

Gaussian::~Gaussian ( )

virtual

Destructor.

Definition at line 54 of file Gaussian.cpp.

Member Function Documentation

Gaussian * Gaussian::clone ( ) const

virtual

Creates a clone of the object. The clone method is cheap since it only copies a pointer. A deep clone will only be created if the original object is modified.

Implements pbl::PDF.

Definition at line 80 of file Gaussian.cpp.

void Gaussian::cloneStruct ( )

protected

Definition at line 84 of file Gaussian.cpp.

const arma::mat & Gaussian::getCovariance ( ) const

Returns the covariance matrix of the Gaussian.

Returns: The covariance matrix of the Gaussian

Definition at line 186 of file Gaussian.cpp.

double Gaussian::getDensity	(	const arma::vec &	v,
		double	max_mah_dist = `0`
	)		const

Calculates the density of the Gaussian at point v.

Parameters

v	The point to calculate the density for
max_mah_dist

Returns: The density of the Gaussian at point v.

Definition at line 106 of file Gaussian.cpp.

double Gaussian::getDensity	(	const Gaussian &	npdf,
		double	max_mah_dist = `0`
	)		const

Definition at line 111 of file Gaussian.cpp.

double Gaussian::getDensity	(	const arma::vec &	v1,
		const arma::vec &	v2,
		const arma::mat &	S,
		double	max_mah_dist = `0`
	)		const

protected

Definition at line 128 of file Gaussian.cpp.

bool Gaussian::getExpectedValue ( arma::vec & v ) const

virtual

Returns the expected value E[x] of the Gaussian, which corresponds to its mean.

Parameters

v	The returned expected value

Returns: Always true

Reimplemented from pbl::PDF.

Definition at line 122 of file Gaussian.cpp.

double Gaussian::getLikelihood ( const PDF & pdf ) const

virtual

Implements pbl::PDF.

Definition at line 91 of file Gaussian.cpp.

double Gaussian::getMaxDensity ( ) const

virtual

Calculates the maximum density of the Gaussian, i.e., the density at the mean.

Returns: The maximum density of the Gaussian.

Implements pbl::PDF.

Definition at line 117 of file Gaussian.cpp.

const arma::vec & Gaussian::getMean ( ) const

Returns the mean of the Gaussian.

Returns: The mean of the Gaussian

Definition at line 181 of file Gaussian.cpp.

Gaussian & Gaussian::operator= ( const Gaussian & other )

Assignment operator. The operation is cheap since it only copies a pointer. A deep clone will only be created if the original object is modified.

Definition at line 64 of file Gaussian.cpp.

void Gaussian::setCovariance ( const arma::mat & cov )

Sets the covariance of the Gaussian.

Parameters

cov	The covariance matrix of the Gaussian

Definition at line 171 of file Gaussian.cpp.

void Gaussian::setMean ( const arma::vec & mu )

Sets the mean of the Gaussian.

Parameters

mu	The mean of the Gaussian

Definition at line 161 of file Gaussian.cpp.

std::string Gaussian::toString ( const std::string & indent = "" ) const

virtual

Represents the Gaussian as a string for easier console output.

Note: Should be changed into stream operator <<

Returns: The Gaussian as string

Implements pbl::PDF.

Definition at line 191 of file Gaussian.cpp.

Member Data Documentation

GaussianStruct* pbl::Gaussian::ptr_

protected

Definition at line 167 of file Gaussian.h.

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

Classes

Public Member Functions

Protected Member Functions

Protected Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation