Public Types | Public Member Functions | List of all members
vpdl_multi_cmp_dist< T, n > Class Template Referenceabstract

The base class for all multiple component probability distributions. More...

#include <vpdl_multi_cmp_dist.h>

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Public Types

typedef vpdt_field_default< T, n >::type vector
 the data type used for vectors. More...
 
typedef vpdt_field_traits< vector >::matrix_type matrix
 the data type used for matrices. More...
 
typedef vpdt_field_default< T, n >::type field_type
 the data type used for vectors. More...
 

Public Member Functions

virtual ~vpdl_multi_cmp_dist ()
 Destructor. More...
 
virtual unsigned int num_components () const =0
 The number of components. More...
 
virtual unsigned int dimension () const =0
 Return the run time dimension, which does not equal n when n==0. More...
 
virtual vpdl_distribution< T, n > * clone () const =0
 Create a copy on the heap and return base class pointer. More...
 
virtual T density (const vector &pt) const =0
 Evaluate the unnormalized density at a point. More...
 
virtual T prob_density (const vector &pt) const
 Evaluate the probability density at a point. More...
 
virtual T log_prob_density (const vector &pt) const
 Evaluate the log probability density at a point. More...
 
virtual T gradient_density (const vector &pt, vector &g) const =0
 Compute the gradient of the unnormalized density at a point. More...
 
virtual T norm_const () const =0
 The normalization constant for the density. More...
 
virtual T cumulative_prob (const vector &pt) const =0
 Evaluate the cumulative distribution function at a point. More...
 
virtual vector inverse_cdf (const T &p) const
 Compute the inverse of the cumulative_prob() function. More...
 
virtual T box_prob (const vector &min_pt, const vector &max_pt) const
 The probability of being in an axis-aligned box. More...
 
virtual void compute_mean (vector &mean) const =0
 Compute the mean of the distribution. More...
 
virtual void compute_covar (matrix &covar) const =0
 Compute the covariance of the distribution. More...
 

Detailed Description

template<class T, unsigned int n = 0>
class vpdl_multi_cmp_dist< T, n >

The base class for all multiple component probability distributions.

Definition at line 19 of file vpdl_multi_cmp_dist.h.

Member Typedef Documentation

◆ field_type

template<class T, unsigned int n = 0>
typedef vpdt_field_default<T,n>::type vpdl_distribution< T, n >::field_type
inherited

the data type used for vectors.

Definition at line 39 of file vpdl_distribution.h.

◆ matrix

template<class T, unsigned int n = 0>
typedef vpdt_field_traits<vector>::matrix_type vpdl_multi_cmp_dist< T, n >::matrix

the data type used for matrices.

Definition at line 25 of file vpdl_multi_cmp_dist.h.

◆ vector

template<class T, unsigned int n = 0>
typedef vpdt_field_default<T,n>::type vpdl_multi_cmp_dist< T, n >::vector

the data type used for vectors.

Definition at line 23 of file vpdl_multi_cmp_dist.h.

Constructor & Destructor Documentation

◆ ~vpdl_multi_cmp_dist()

template<class T, unsigned int n = 0>
virtual vpdl_multi_cmp_dist< T, n >::~vpdl_multi_cmp_dist ( )
inlinevirtual

Destructor.

Definition at line 29 of file vpdl_multi_cmp_dist.h.

Member Function Documentation

◆ box_prob()

template<class T , unsigned int n>
T vpdl_distribution< T, n >::box_prob ( const vector min_pt,
const vector max_pt 
) const
virtualinherited

The probability of being in an axis-aligned box.

The box is defined by two points, the minimum and maximum. Implemented in terms of cumulative_prob() by default.

Reimplemented in vpdl_mixture< T, n >, vpdl_kernel_gaussian_sfbw< T, n >, and vpdl_gaussian_sphere< T, n >.

Definition at line 89 of file vpdl_distribution.hxx.

◆ clone()

template<class T, unsigned int n = 0>
virtual vpdl_distribution<T,n>* vpdl_distribution< T, n >::clone ( ) const
pure virtualinherited

◆ compute_covar()

template<class T, unsigned int n = 0>
virtual void vpdl_distribution< T, n >::compute_covar ( matrix covar) const
pure virtualinherited

Compute the covariance of the distribution.

This may be trivial for distributions like Gaussians, but actually involves computation for others.

Implemented in vpdl_mixture< T, n >, vpdl_kernel_gaussian_sfbw< T, n >, vpdl_gaussian_sphere< T, n >, vpdl_gaussian< T, n >, vpdl_gaussian_indep< T, n >, and vpdl_mixture_of< dist_t >.

◆ compute_mean()

template<class T, unsigned int n = 0>
virtual void vpdl_distribution< T, n >::compute_mean ( vector mean) const
pure virtualinherited

Compute the mean of the distribution.

This may be trivial for distributions like Gaussians, but actually involves computation for others.

Implemented in vpdl_mixture< T, n >, vpdl_gaussian_sphere< T, n >, vpdl_gaussian_indep< T, n >, vpdl_gaussian< T, n >, and vpdl_kernel_base< T, n >.

◆ cumulative_prob()

template<class T, unsigned int n = 0>
virtual T vpdl_distribution< T, n >::cumulative_prob ( const vector pt) const
pure virtualinherited

Evaluate the cumulative distribution function at a point.

This is the integral of the density function from negative infinity (in all dimensions) to the point in question

Note
It is not possible to compute this value for all functions in closed form. In some cases, numerical integration may be used. If no good solutions exists the function should return a quiet NaN.

Implemented in vpdl_mixture< T, n >, vpdl_kernel_gaussian_sfbw< T, n >, vpdl_gaussian_sphere< T, n >, vpdl_gaussian_indep< T, n >, and vpdl_gaussian< T, n >.

◆ density()

template<class T, unsigned int n = 0>
virtual T vpdl_distribution< T, n >::density ( const vector pt) const
pure virtualinherited

Evaluate the unnormalized density at a point.

Note
This is not a probability density. To make this a probability multiply by norm_const()
See also
prob_density

Implemented in vpdl_mixture< T, n >, vpdl_gaussian_sphere< T, n >, vpdl_gaussian_indep< T, n >, vpdl_gaussian< T, n >, and vpdl_kernel_gaussian_sfbw< T, n >.

◆ dimension()

template<class T, unsigned int n = 0>
virtual unsigned int vpdl_distribution< T, n >::dimension ( ) const
pure virtualinherited

Return the run time dimension, which does not equal n when n==0.

Implemented in vpdl_mixture< T, n >, vpdl_mixture_of< dist_t >, vpdl_gaussian_sphere< T, n >, vpdl_gaussian_indep< T, n >, vpdl_gaussian< T, n >, and vpdl_kernel_base< T, n >.

◆ gradient_density()

template<class T, unsigned int n = 0>
virtual T vpdl_distribution< T, n >::gradient_density ( const vector pt,
vector g 
) const
pure virtualinherited

Compute the gradient of the unnormalized density at a point.

Returns
the density at pt since it is usually needed as well, and is often trivial to compute while computing gradient
Return values
gthe gradient vector

Implemented in vpdl_mixture< T, n >, vpdl_kernel_gaussian_sfbw< T, n >, vpdl_gaussian_sphere< T, n >, vpdl_gaussian_indep< T, n >, and vpdl_gaussian< T, n >.

◆ inverse_cdf()

template<class T, unsigned int n>
vpdl_distribution< T, n >::vector vpdl_distribution< T, n >::inverse_cdf ( const T &  p) const
virtualinherited

Compute the inverse of the cumulative_prob() function.

The value of x: P(x'<x) = P for x' drawn from the distribution.

Note
This is only valid for univariate distributions multivariate distributions will return a quiet NaN

The value of x: P(x'<x) = P for x' drawn from the distribution. This is only valid for univariate distributions multivariate distributions will return -infinity

Definition at line 78 of file vpdl_distribution.hxx.

◆ log_prob_density()

template<class T, unsigned int n = 0>
virtual T vpdl_distribution< T, n >::log_prob_density ( const vector pt) const
inlinevirtualinherited

Evaluate the log probability density at a point.

Reimplemented in vpdl_gaussian_sphere< T, n >, vpdl_gaussian_indep< T, n >, and vpdl_gaussian< T, n >.

Definition at line 65 of file vpdl_distribution.h.

◆ norm_const()

template<class T, unsigned int n = 0>
virtual T vpdl_distribution< T, n >::norm_const ( ) const
pure virtualinherited

The normalization constant for the density.

When density() is multiplied by this value it becomes prob_density norm_const() is reciprocal of the integral of density over the entire field

Implemented in vpdl_mixture< T, n >, vpdl_kernel_fbw_base< T, n >, vpdl_mixture_of< dist_t >, vpdl_gaussian_sphere< T, n >, vpdl_gaussian_indep< T, n >, and vpdl_gaussian< T, n >.

◆ num_components()

template<class T, unsigned int n = 0>
virtual unsigned int vpdl_multi_cmp_dist< T, n >::num_components ( ) const
pure virtual

The number of components.

Implemented in vpdl_mixture< T, n >, vpdl_mixture_of< dist_t >, and vpdl_kernel_base< T, n >.

◆ prob_density()

template<class T, unsigned int n = 0>
virtual T vpdl_distribution< T, n >::prob_density ( const vector pt) const
inlinevirtualinherited

Evaluate the probability density at a point.

Reimplemented in vpdl_mixture< T, n >, vpdl_kernel_gaussian_sfbw< T, n >, vpdl_gaussian_sphere< T, n >, vpdl_gaussian_indep< T, n >, and vpdl_gaussian< T, n >.

Definition at line 59 of file vpdl_distribution.h.


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