mlpack::distribution::GaussianDistribution Class Reference

A single multivariate Gaussian distribution. More...

List of all members.

Public Member Functions
	GaussianDistribution (const arma::vec &mean, const arma::mat &covariance)
	Create a Gaussian distribution with the given mean and covariance.
	GaussianDistribution (const size_t dimension)
	Create a Gaussian distribution with zero mean and identity covariance with the given dimensionality.
	GaussianDistribution ()
	Default constructor, which creates a Gaussian with zero dimension.
arma::mat &	Covariance ()
	Return a modifiable copy of the covariance.
const arma::mat &	Covariance () const
	Return the covariance matrix.
size_t	Dimensionality () const
	Return the dimensionality of this distribution.
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.
void	Estimate (const arma::mat &observations)
	Estimate the Gaussian distribution directly from the given observations.
arma::vec &	Mean ()
	Return a modifiable copy of the mean.
const arma::vec &	Mean () const
	Return 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.

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Detailed Description

A single multivariate Gaussian distribution.

Definition at line 35 of file gaussian_distribution.hpp.

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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.

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Member Function Documentation

arma::mat& mlpack::distribution::GaussianDistribution::Covariance

(

)

[inline]

Return a modifiable copy of the covariance.

Definition at line 116 of file gaussian_distribution.hpp.

References covariance.

const arma::mat& mlpack::distribution::GaussianDistribution::Covariance

(

)

const [inline]

Return the covariance matrix.

Definition at line 111 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,
		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.

void mlpack::distribution::GaussianDistribution::Estimate

(

const arma::mat &

observations

)

Estimate the Gaussian distribution directly from the given observations.

Parameters:

observations

List of observations.

arma::vec& mlpack::distribution::GaussianDistribution::Mean

(

)

[inline]

Return a modifiable copy of the mean.

Definition at line 106 of file gaussian_distribution.hpp.

References mean.

const arma::vec& mlpack::distribution::GaussianDistribution::Mean

(

)

const [inline]

Return 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:

Random observation from this Gaussian distribution.

std::string mlpack::distribution::GaussianDistribution::ToString

(

)

const

Returns a string representation of this object.

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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().

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

• src/mlpack/core/dists/gaussian_distribution.hpp