MLPACK  1.0.11
Public Member Functions | Private Attributes | List of all members
mlpack::distribution::GaussianDistribution Class Reference

A single multivariate Gaussian distribution. More...

Public Member Functions

 GaussianDistribution ()
 Default constructor, which creates a Gaussian with zero dimension. More...
 
 GaussianDistribution (const size_t dimension)
 Create a Gaussian distribution with zero mean and identity covariance with the given dimensionality. More...
 
 GaussianDistribution (const arma::vec &mean, const arma::mat &covariance)
 Create a Gaussian distribution with the given mean and covariance. More...
 
const arma::mat & Covariance () const
 Return the covariance matrix. More...
 
arma::mat & Covariance ()
 Return a modifiable copy of the covariance. More...
 
size_t Dimensionality () const
 Return the dimensionality of this distribution. More...
 
void Estimate (const arma::mat &observations)
 Estimate the Gaussian distribution directly from the given observations. More...
 
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. More...
 
const arma::vec & Mean () const
 Return the mean. More...
 
arma::vec & Mean ()
 Return a modifiable copy of the mean. More...
 
double Probability (const arma::vec &observation) const
 Return the probability of the given observation. More...
 
arma::vec Random () const
 Return a randomly generated observation according to the probability distribution defined by this object. More...
 
std::string ToString () const
 Returns a string representation of this object. More...
 

Private Attributes

arma::mat covariance
 Covariance of the distribution. More...
 
arma::vec mean
 Mean of the distribution. More...
 

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_t  dimension)
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.

void mlpack::distribution::GaussianDistribution::Estimate ( const arma::mat &  observations)

Estimate the Gaussian distribution directly from the given observations.

Parameters
observationsList 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 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().

arma::vec mlpack::distribution::GaussianDistribution::mean
private

Mean of the distribution.

Definition at line 39 of file gaussian_distribution.hpp.

Referenced by Mean().


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