A Gaussian with variance independent in each dimension. More...
#include <vpdt_gaussian.h>
Public Types | |
| typedef F | field_type |
| The field type. More... | |
| typedef Covar | covar_type |
| The covariance type. More... | |
| typedef Metric | metric_type |
| The metric type. More... | |
| typedef vpdt_field_traits< F >::scalar_type | T |
| the data type used for scalars. More... | |
| typedef vpdt_field_traits< F >::vector_type | vector |
| the data type used for vectors. More... | |
| typedef vpdt_field_traits< F >::matrix_type | matrix |
| the data type used for matrices. More... | |
Public Member Functions | |
| vpdt_gaussian (unsigned int var_dim=vpdt_field_traits< F >::dimension) | |
| Constructor. More... | |
| vpdt_gaussian (const F &m, const covar_type &c) | |
| Constructor - from mean and variance. More... | |
| unsigned int | dimension () const |
| Return the dimension. More... | |
| T | density (const F &pt) const |
| Evaluate the unnormalized density at a point pt. More... | |
| T | gradient_density (const F &pt, vector &g) const |
| Compute the gradient of the density function, returned in g. More... | |
| T | norm_const () const |
| compute the normalization constant (independent of sample point). More... | |
| T | sqr_mahal_dist (const F &pt) const |
| The squared Mahalanobis distance to this point. More... | |
| T | cumulative_prob (const F &pt) const |
| Evaluate the cumulative distribution function at a point. More... | |
| void | compute_mean (vector &m) const |
| Compute the mean of the distribution. More... | |
| void | compute_covar (matrix &c) const |
| Compute the covariance matrix of the distribution. More... | |
Public Attributes | |
| F | mean |
| the mean. More... | |
| covar_type | covar |
| the matrix covariance. More... | |
Detailed Description
template<class F, class Covar = typename vpdt_eigen_sym_matrix_gen<F>::type, class Metric = vpdt_norm_metric<F,Covar>>
class vpdt_gaussian< F, Covar, Metric >
A Gaussian with variance independent in each dimension.
Definition at line 39 of file vpdt_gaussian.h.
Member Typedef Documentation
◆ covar_type
| typedef Covar vpdt_gaussian< F, Covar, Metric >::covar_type |
The covariance type.
Definition at line 45 of file vpdt_gaussian.h.
◆ field_type
| typedef F vpdt_gaussian< F, Covar, Metric >::field_type |
The field type.
Definition at line 43 of file vpdt_gaussian.h.
◆ matrix
| typedef vpdt_field_traits<F>::matrix_type vpdt_gaussian< F, Covar, Metric >::matrix |
the data type used for matrices.
Definition at line 54 of file vpdt_gaussian.h.
◆ metric_type
| typedef Metric vpdt_gaussian< F, Covar, Metric >::metric_type |
The metric type.
Definition at line 47 of file vpdt_gaussian.h.
◆ T
| typedef vpdt_field_traits<F>::scalar_type vpdt_gaussian< F, Covar, Metric >::T |
the data type used for scalars.
Definition at line 50 of file vpdt_gaussian.h.
◆ vector
| typedef vpdt_field_traits<F>::vector_type vpdt_gaussian< F, Covar, Metric >::vector |
the data type used for vectors.
Definition at line 52 of file vpdt_gaussian.h.
Constructor & Destructor Documentation
◆ vpdt_gaussian() [1/2]
|
inline |
Constructor.
Optionally initialize the dimension for when n==0. Otherwise var_dim is ignored
Definition at line 59 of file vpdt_gaussian.h.
◆ vpdt_gaussian() [2/2]
|
inline |
Constructor - from mean and variance.
Definition at line 68 of file vpdt_gaussian.h.
Member Function Documentation
◆ compute_covar()
|
inline |
Compute the covariance matrix of the distribution.
Definition at line 119 of file vpdt_gaussian.h.
◆ compute_mean()
|
inline |
Compute the mean of the distribution.
Definition at line 116 of file vpdt_gaussian.h.
◆ cumulative_prob()
|
inline |
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
Definition at line 109 of file vpdt_gaussian.h.
◆ density()
|
inline |
Evaluate the unnormalized density at a point pt.
This must be multiplied by norm_const() to integrate to 1
Definition at line 76 of file vpdt_gaussian.h.
◆ dimension()
|
inline |
Return the dimension.
Definition at line 72 of file vpdt_gaussian.h.
◆ gradient_density()
|
inline |
Compute the gradient of the density function, returned in g.
The return value of the function is the density itself
Definition at line 83 of file vpdt_gaussian.h.
◆ norm_const()
|
inline |
compute the normalization constant (independent of sample point).
Can be precomputed when evaluating at multiple points
Definition at line 93 of file vpdt_gaussian.h.
◆ sqr_mahal_dist()
|
inline |
The squared Mahalanobis distance to this point.
Non-virtual for efficiency
Definition at line 101 of file vpdt_gaussian.h.
Member Data Documentation
◆ covar
| covar_type vpdt_gaussian< F, Covar, Metric >::covar |
the matrix covariance.
Definition at line 131 of file vpdt_gaussian.h.
◆ mean
| F vpdt_gaussian< F, Covar, Metric >::mean |
the mean.
Definition at line 129 of file vpdt_gaussian.h.
The documentation for this class was generated from the following file:
- core/vpdl/vpdt/vpdt_gaussian.h
