A multidimensional normal distribution from a Gaussian process. More...
#include <prob_dens_func.h>
Inheritance diagram for o2scl::prob_dens_mdim_gproc< vec_t, mat_t, mat_col_t >:
Detailed Description
template<class vec_t = boost::numeric::ublas::vector<double>, class mat_t = boost::numeric::ublas::matrix<double>, class mat_col_t = boost::numeric::ublas::matrix_column<mat_t>>
class o2scl::prob_dens_mdim_gproc< vec_t, mat_t, mat_col_t >
- Idea for Future:
- The linear algebra only works with ublas and is not optimized.
Definition at line 1247 of file prob_dens_func.h.
Additional Inherited Members | |
 Public Member Functions inherited from o2scl::prob_dens_mdim_gaussian< vec_t > | |
| virtual size_t | dim () const |
| The dimensionality. | |
| prob_dens_mdim_gaussian () | |
| Create an empty distribution. | |
| prob_dens_mdim_gaussian (size_t p_ndim, vec_t &p_peak, boost::numeric::ublas::matrix< double > &covar) | |
| Create a distribution from the covariance matrix. | |
| void | set (size_t p_ndim, vec_t &p_peak, boost::numeric::ublas::matrix< double > &covar) |
| Set the peak and covariance matrix for the distribution. | |
| void | set_alt (size_t p_ndim, vec_t &p_peak, boost::numeric::ublas::matrix< double > &p_chol, boost::numeric::ublas::matrix< double > &p_covar_inv, double p_norm) |
| Alternate set function for use when covariance matrix has already been decomposed and inverted. | |
| void | set_gproc (size_t n_dim, size_t n_init, vec_vec_t &x, vec_t &y, func_t &fcovar) |
| Given a data set and a covariance function, construct probability distribution based on a Gaussian process which includes noise. | |
| virtual double | pdf (const vec_t &x) const |
| The normalized density. | |
| virtual double | log_pdf (const vec_t &x) const |
| The log of the normalized density. | |
| virtual void | operator() (vec_t &x) const |
| Sample the distribution. | |
| Protected Attributes inherited from o2scl::prob_dens_mdim_gaussian< vec_t > | |
| boost::numeric::ublas::matrix< double > | chol |
| Cholesky decomposition. | |
| boost::numeric::ublas::matrix< double > | covar_inv |
| Inverse of the covariance matrix. | |
| vec_t | peak |
| Location of the peak. | |
| double | norm |
| Normalization factor. | |
| size_t | ndim |
| Number of dimensions. | |
| vec_t | q |
| Temporary storage 1. | |
| vec_t | vtmp |
| Temporary storage 2. | |
| o2scl::prob_dens_gaussian | pdg |
| Standard normal. | |
The documentation for this class was generated from the following file:
- /home/awsteiner/wcs/o2scl/src/other/prob_dens_func.h