NAME¶

mlpack::distribution::GaussianDistribution - A single multivariate Gaussian distribution.

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:

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:

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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