distributions.h File Reference

#include <mrpt/utils/utils_defs.h>
#include <mrpt/math/math_frwds.h>
#include <mrpt/math/CMatrixTemplateNumeric.h>
#include <mrpt/math/CVectorTemplate.h>
#include <mrpt/math/ops_matrices.h>
#include <mrpt/math/matrices_metaprogramming.h>

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Namespaces
namespace	mrpt
	This is the global namespace for all Mobile Robot Programming Toolkit (MRPT) libraries.
namespace	mrpt::math
	This base provides a set of functions for maths stuff.
namespace	mrpt::math::detail
Functions
template<class T >
void	mrpt::math::detail::noncentralChi2OneIteration (T arg, T &lans, T &dans, T &pans, unsigned int &j)
template<class T >
std::pair< double, double >	mrpt::math::detail::noncentralChi2CDF_exact (unsigned int degreesOfFreedom, T noncentrality, T arg, T eps)
Statistics functions
double BASE_IMPEXP	mrpt::math::normalPDF (double x, double mu, double std)
	Evaluates the univariate normal (Gaussian) distribution at a given point "x".
template<class VECTORLIKE1 , class VECTORLIKE2 , class MATRIXLIKE >
MATRIXLIKE::value_type	mrpt::math::normalPDF (const VECTORLIKE1 &x, const VECTORLIKE2 &mu, const MATRIXLIKE &cov, const bool scaled_pdf=false)
	Evaluates the multivariate normal (Gaussian) distribution at a given point "x".
template<typename VECTORLIKE , typename MATRIXLIKE >
MATRIXLIKE::value_type	mrpt::math::normalPDF (const VECTORLIKE &d, const MATRIXLIKE &cov)
	Evaluates the multivariate normal (Gaussian) distribution at a given point given its distance vector "d" from the Gaussian mean.
template<typename VECTORLIKE1 , typename MATRIXLIKE1 , typename VECTORLIKE2 , typename MATRIXLIKE2 >
double	mrpt::math::KLD_Gaussians (const VECTORLIKE1 &mu0, const MATRIXLIKE1 &cov0, const VECTORLIKE2 &mu1, const MATRIXLIKE2 &cov1)
	Kullback-Leibler divergence (KLD) between two independent multivariate Gaussians.
double BASE_IMPEXP	mrpt::math::erfc (double x)
	The complementary error function of a Normal distribution.
double BASE_IMPEXP	mrpt::math::erf (double x)
	The error function of a Normal distribution.
double BASE_IMPEXP	mrpt::math::normalQuantile (double p)
	Evaluates the Gaussian distribution quantile for the probability value p=[0,1].
double BASE_IMPEXP	mrpt::math::normalCDF (double p)
	Evaluates the Gaussian cumulative density function.
double BASE_IMPEXP	mrpt::math::chi2inv (double P, unsigned int dim=1)
	The "quantile" of the Chi-Square distribution, for dimension "dim" and probability 0<P<1 (the inverse of chi2CDF) An aproximation from the Wilson-Hilferty transformation is used.
template<class T >
double	mrpt::math::noncentralChi2CDF (unsigned int degreesOfFreedom, T noncentrality, T arg)
double	mrpt::math::chi2CDF (unsigned int degreesOfFreedom, double arg)
double	mrpt::math::chi2PDF (unsigned int degreesOfFreedom, double arg, double accuracy=1e-7)
template<typename CONTAINER >
void	mrpt::math::condidenceIntervals (const CONTAINER &data, typename CONTAINER::value_type &out_mean, typename CONTAINER::value_type &out_lower_conf_interval, typename CONTAINER::value_type &out_upper_conf_interval, const double confidenceInterval=0.1, const size_t histogramNumBins=1000)
	Return the mean and the 10-90% confidence points (or with any other confidence value) of a set of samples by building the cummulative CDF of all the elements of the container.