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.
	Gaussian (int dim)
	Constructs a (multi-variate) Gaussian with specific dimensionality but leaves mean and covariance unspecified.
	Gaussian (const arma::vec &mean, const arma::mat &cov)
	Constructs a (multi-variate) Gaussian with specified mean and covariance.
	Gaussian (const Gaussian &orig)
	Copy constructor.
const arma::mat &	getCovariance () const
	Returns the covariance matrix of the Gaussian.
double	getDensity (const arma::vec &v, double max_mah_dist=0) const
	Calculates the density of the Gaussian at point v.
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.
double	getLikelihood (const PDF &pdf) const
double	getMaxDensity () const
	Calculates the maximum density of the Gaussian, i.e., the density at the mean.
const arma::vec &	getMean () const
	Returns the mean of the 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.
void	setCovariance (const arma::mat &cov)
	Sets the covariance of the Gaussian.
void	setMean (const arma::vec &mu)
	Sets the mean of the Gaussian.
std::string	toString (const std::string &indent="") const
	Represents the Gaussian as a string for easier console output.
virtual	~Gaussian ()
	Destructor.
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_

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

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation