34 #ifndef GAUSSIANDISTRIBUTION_H
35 #define GAUSSIANDISTRIBUTION_H
75 bool cov_is_factor=
false);
112 return "GaussianDistribution";
125 REQUIRE(sigma2 > 0,
"Variance should be positive\n");
126 return -0.5 * (
CMath::pow(sample - mu, 2) / sigma2
145 #endif // GAUSSIANDISTRIBUTION_H
146 #endif // HAVE_EIGEN3
virtual ~CGaussianDistribution()
A base class for representing n-dimensional probability distribution over the real numbers (64bit) fo...
static float64_t univariate_log_pdf(float64_t sample, float64_t mu=0.0, float64_t sigma2=1.0)
virtual SGVector< float64_t > log_pdf_multiple(SGMatrix< float64_t > samples) const
all of classes and functions are contained in the shogun namespace
Dense version of the well-known Gaussian probability distribution, defined as .
SGVector< float64_t > m_mean
static float64_t log(float64_t v)
SGMatrix< float64_t > m_L
virtual SGVector< float64_t > sample() const
static int32_t pow(bool x, int32_t n)
virtual const char * get_name() const
static const float64_t PI