subscript.math
Class MultiGaussian

java.lang.Object
  subscript.math.MultiGaussian

public class MultiGaussian
extends java.lang.Object

Representation of an N-dimensional multi-gaussian.

Constructor Summary

MultiGaussian(Matrix P)

MultiGaussian(Matrix P, Matrix u)

MultiGaussian(Matrix P, Matrix u, java.util.Random r)

Method Summary

double	chi2(Matrix v)
Matrix	getCovariance()
Matrix	getMean()
Matrix	getPinv()
double	logProb(Matrix v)
static void	main(java.lang.String[] args)
double	prob(Matrix v) compute probability of vector v, which is Nx1
Matrix	sample() Return an Nx1 vector drawn from the distribution

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

MultiGaussian

public MultiGaussian(Matrix P,
                     Matrix u,
                     java.util.Random r)

MultiGaussian

public MultiGaussian(Matrix P)

MultiGaussian

public MultiGaussian(Matrix P,
                     Matrix u)

Method Detail

sample

public Matrix sample()

Return an Nx1 vector drawn from the distribution

prob

public double prob(Matrix v)

compute probability of vector v, which is Nx1

logProb

public double logProb(Matrix v)

getPinv

public Matrix getPinv()

chi2

public double chi2(Matrix v)

getCovariance

public Matrix getCovariance()

getMean

public Matrix getMean()

main

public static void main(java.lang.String[] args)