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java.lang.Objectbe.ac.ulg.montefiore.run.distributions.MultiGaussianDistribution
public class MultiGaussianDistribution
This class implements a multi-variate Gaussian distribution.
Constructor Summary | |
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MultiGaussianDistribution(double[] mean,
double[][] covariance)
Creates a new pseudo-random, multivariate gaussian distribution. |
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MultiGaussianDistribution(int dimension)
Creates a new pseudo-random, multivariate gaussian distribution with zero mean and identity covariance. |
Method Summary | |
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double[][] |
covariance()
Returns (a copy of) this distribution's covariance matrix. |
double |
covarianceDet()
Returns the covariance matrix determinant. |
int |
dimension()
Returns the dimension of the vectors handled by this random distribution. |
double[] |
generate()
Generates a pseudo-random vector according to this distribution. |
double[] |
mean()
Returns (a copy of) this distribution's mean vector. |
double |
probability(double[] v)
Returns the probability (density) of a given vector. |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public MultiGaussianDistribution(double[] mean, double[][] covariance)
mean
- The mean vector of the generated numbers. This array is
copied.covariance
- The covariance of the generated numbers. This array
is copied. covariance[r][c]
is the
element at row r
and column
c
.public MultiGaussianDistribution(int dimension)
dimension
- This distribution dimension.Method Detail |
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public int dimension()
MultiRandomDistribution
dimension
in interface MultiRandomDistribution
public double[] mean()
public double[][] covariance()
public double covarianceDet()
public double[] generate()
generate
in interface MultiRandomDistribution
public double probability(double[] v)
MultiRandomDistribution
probability
in interface MultiRandomDistribution
v
- A vector.
v
.
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