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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