SYNOPSIS
Public Member Functions
GaussianDistribution ()
Default constructor, which creates a Gaussian with zero dimension.
GaussianDistribution (const size_t dimension)
Create a Gaussian distribution with zero mean and identity covariance with the given dimensionality.
GaussianDistribution (const arma::vec &mean, const arma::mat &covariance)
Create a Gaussian distribution with the given mean and covariance.
const arma::mat & Covariance () const
Return the covariance matrix.
arma::mat & Covariance ()
Return a modifiable copy of the covariance.
size_t Dimensionality () const
Return the dimensionality of this distribution.
void Estimate (const arma::mat &observations)
Estimate the Gaussian distribution directly from the given observations.
void Estimate (const arma::mat &observations, const arma::vec &probabilities)
Estimate the Gaussian distribution from the given observations, taking into account the probability of each observation actually being from this distribution.
const arma::vec & Mean () const
Return the mean.
arma::vec & Mean ()
Return a modifiable copy of the mean.
double Probability (const arma::vec &observation) const
Return the probability of the given observation.
arma::vec Random () const
Return a randomly generated observation according to the probability distribution defined by this object.
std::string ToString () const
Returns a string representation of this object.
Private Attributes
arma::mat covariance
Covariance of the distribution.
arma::vec mean
Mean of the distribution.
Detailed Description
A single multivariate Gaussian distribution.
Definition at line 35 of file gaussian_distribution.hpp.
Constructor & Destructor Documentation
mlpack::distribution::GaussianDistribution::GaussianDistribution () [inline]
Default constructor, which creates a Gaussian with zero dimension.
Definition at line 47 of file gaussian_distribution.hpp.
mlpack::distribution::GaussianDistribution::GaussianDistribution (const size_tdimension) [inline]
Create a Gaussian distribution with zero mean and identity covariance with the given dimensionality.
Definition at line 53 of file gaussian_distribution.hpp.
mlpack::distribution::GaussianDistribution::GaussianDistribution (const arma::vec &mean, const arma::mat &covariance) [inline]
Create a Gaussian distribution with the given mean and covariance.
Definition at line 61 of file gaussian_distribution.hpp.
Member Function Documentation
const arma::mat& mlpack::distribution::GaussianDistribution::Covariance () const [inline]
Return the covariance matrix.
Definition at line 104 of file gaussian_distribution.hpp.
References covariance.
arma::mat& mlpack::distribution::GaussianDistribution::Covariance () [inline]
Return a modifiable copy of the covariance.
Definition at line 106 of file gaussian_distribution.hpp.
References covariance.
size_t mlpack::distribution::GaussianDistribution::Dimensionality () const [inline]
Return the dimensionality of this distribution.
Definition at line 65 of file gaussian_distribution.hpp.
References mean.
void mlpack::distribution::GaussianDistribution::Estimate (const arma::mat &observations)
Estimate the Gaussian distribution directly from the given observations.
Parameters:
- observations List of observations.
void mlpack::distribution::GaussianDistribution::Estimate (const arma::mat &observations, const arma::vec &probabilities)
Estimate the Gaussian distribution from the given observations, taking into account the probability of each observation actually being from this distribution.
const arma::vec& mlpack::distribution::GaussianDistribution::Mean () const [inline]
Return the mean.
Definition at line 99 of file gaussian_distribution.hpp.
References mean.
arma::vec& mlpack::distribution::GaussianDistribution::Mean () [inline]
Return a modifiable copy of the mean.
Definition at line 101 of file gaussian_distribution.hpp.
References mean.
double mlpack::distribution::GaussianDistribution::Probability (const arma::vec &observation) const [inline]
Return the probability of the given observation.
Definition at line 70 of file gaussian_distribution.hpp.
References covariance, mean, and mlpack::gmm::phi().
arma::vec mlpack::distribution::GaussianDistribution::Random () const
Return a randomly generated observation according to the probability distribution defined by this object.
Returns:
- Random observation from this Gaussian distribution.
std::string mlpack::distribution::GaussianDistribution::ToString () const
Returns a string representation of this object.
Member Data Documentation
arma::mat mlpack::distribution::GaussianDistribution::covariance [private]
Covariance of the distribution.
Definition at line 41 of file gaussian_distribution.hpp.
Referenced by Covariance(), and Probability().
arma::vec mlpack::distribution::GaussianDistribution::mean [private]
Mean of the distribution.
Definition at line 39 of file gaussian_distribution.hpp.
Referenced by Dimensionality(), Mean(), and Probability().
Author
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