breeze.stats.distributions

MultivariateGaussian

case class MultivariateGaussian(mean: DenseVector[Double], covariance: DenseMatrix[Double])(implicit rand: RandBasis = Rand) extends ContinuousDistr[DenseVector[Double]] with Moments[DenseVector[Double], DenseMatrix[Double]] with Product with Serializable

Represents a Gaussian distribution over a single real variable.

Linear Supertypes
Serializable, Serializable, Product, Equals, Moments[DenseVector[Double], DenseMatrix[Double]], ContinuousDistr[DenseVector[Double]], Rand[DenseVector[Double]], Density[DenseVector[Double]], AnyRef, Any
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Inherited
  1. MultivariateGaussian
  2. Serializable
  3. Serializable
  4. Product
  5. Equals
  6. Moments
  7. ContinuousDistr
  8. Rand
  9. Density
  10. AnyRef
  11. Any
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  1. Public
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Instance Constructors

  1. new MultivariateGaussian(mean: DenseVector[Double], covariance: DenseMatrix[Double])(implicit rand: RandBasis = Rand)

Value Members

  1. final def !=(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  2. final def ##(): Int

    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  4. def apply(x: DenseVector[Double]): Double

    Returns the unnormalized value of the measure

    Returns the unnormalized value of the measure

    Definition Classes
    ContinuousDistrDensity
  5. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  6. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  7. def condition(p: (DenseVector[Double]) ⇒ Boolean): Rand[DenseVector[Double]]

    Definition Classes
    Rand
  8. val covariance: DenseMatrix[Double]

  9. def draw(): DenseVector[Double]

    Gets one sample from the distribution.

    Gets one sample from the distribution. Equivalent to sample()

    Definition Classes
    MultivariateGaussianRand
  10. def drawOpt(): Option[DenseVector[Double]]

    Overridden by filter/map/flatmap for monadic invocations.

    Overridden by filter/map/flatmap for monadic invocations. Basically, rejeciton samplers will return None here

    Definition Classes
    Rand
  11. lazy val entropy: Double

    Definition Classes
    MultivariateGaussianMoments
  12. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  13. def filter(p: (DenseVector[Double]) ⇒ Boolean): Rand[DenseVector[Double]]

    Definition Classes
    Rand
  14. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  15. def flatMap[E](f: (DenseVector[Double]) ⇒ Rand[E]): Rand[E]

    Converts a random sampler of one type to a random sampler of another type.

    Converts a random sampler of one type to a random sampler of another type. Examples: randInt(10).flatMap(x => randInt(3 * x.asInstanceOf[Int]) gives a Rand[Int] in the range [0,30] Equivalently, for(x <- randInt(10); y <- randInt(30 *x)) yield y

    f

    the transform to apply to the sampled value.

    Definition Classes
    Rand
  16. def foreach(f: (DenseVector[Double]) ⇒ Unit): Unit

    Samples one element and qpplies the provided function to it.

    Samples one element and qpplies the provided function to it. Despite the name, the function is applied once. Sample usage:

     for(x <- Rand.uniform) { println(x) } 
    

    f

    the function to be applied

    Definition Classes
    Rand
  17. def get(): DenseVector[Double]

    Definition Classes
    Rand
  18. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any
  19. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any
  20. def logApply(x: DenseVector[Double]): Double

    Returns the log unnormalized value of the measure

    Returns the log unnormalized value of the measure

    Definition Classes
    ContinuousDistrDensity
  21. lazy val logNormalizer: Double

    Definition Classes
    MultivariateGaussianContinuousDistr
  22. def logPdf(x: DenseVector[Double]): Double

    Definition Classes
    ContinuousDistr
  23. def map[E](f: (DenseVector[Double]) ⇒ E): Rand[E]

    Converts a random sampler of one type to a random sampler of another type.

    Converts a random sampler of one type to a random sampler of another type. Examples: uniform.map(_*2) gives a Rand[Double] in the range [0,2] Equivalently, for(x <- uniform) yield 2*x

    f

    the transform to apply to the sampled value.

    Definition Classes
    Rand
  24. val mean: DenseVector[Double]

    Definition Classes
    MultivariateGaussianMoments
  25. def mode: DenseVector[Double]

    Definition Classes
    MultivariateGaussianMoments
  26. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  27. lazy val normalizer: Double

    Definition Classes
    ContinuousDistr
  28. final def notify(): Unit

    Definition Classes
    AnyRef
  29. final def notifyAll(): Unit

    Definition Classes
    AnyRef
  30. def pdf(x: DenseVector[Double]): Double

    Returns the probability density function at that point.

    Returns the probability density function at that point.

    Definition Classes
    ContinuousDistr
  31. def sample(n: Int): IndexedSeq[DenseVector[Double]]

    Gets n samples from the distribution.

    Gets n samples from the distribution.

    Definition Classes
    Rand
  32. def sample(): DenseVector[Double]

    Gets one sample from the distribution.

    Gets one sample from the distribution. Equivalent to get()

    Definition Classes
    Rand
  33. def samples: Iterator[DenseVector[Double]]

    An infinitely long iterator that samples repeatedly from the Rand

    An infinitely long iterator that samples repeatedly from the Rand

    returns

    an iterator that repeatedly samples

    Definition Classes
    Rand
  34. def samplesVector[U >: DenseVector[Double]](size: Int)(implicit m: ClassTag[U]): DenseVector[U]

    Return a vector of samples.

    Return a vector of samples.

    Definition Classes
    Rand
  35. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  36. def toString(): String

    Definition Classes
    MultivariateGaussian → AnyRef → Any
  37. def unnormalizedLogPdf(t: DenseVector[Double]): Double

    Definition Classes
    MultivariateGaussianContinuousDistr
  38. def unnormalizedPdf(x: DenseVector[Double]): Double

    Returns the probability density function up to a constant at that point.

    Returns the probability density function up to a constant at that point.

    Definition Classes
    ContinuousDistr
  39. def variance: DenseMatrix[Double]

    Definition Classes
    MultivariateGaussianMoments
  40. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  41. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  42. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  43. def withFilter(p: (DenseVector[Double]) ⇒ Boolean): Rand[DenseVector[Double]]

    Definition Classes
    Rand

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from Moments[DenseVector[Double], DenseMatrix[Double]]

Inherited from ContinuousDistr[DenseVector[Double]]

Inherited from Rand[DenseVector[Double]]

Inherited from Density[DenseVector[Double]]

Inherited from AnyRef

Inherited from Any

Ungrouped