CluE  1.0
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Macros Groups Pages
CluE::PointGauss Class Reference

Univariate normal distribution. More...

#include <pointgauss.h>

Inheritance diagram for CluE::PointGauss:
Inheritance graph
Collaboration diagram for CluE::PointGauss:
Collaboration graph

Public Member Functions

 PointGauss (Point const &m, Matrix const &cov)
 
virtual double density (Point const &x) const
 Evaluates the density of the multivariate normal distribution at the given point x. More...
 
virtual double nll (Point const &x) const
 Computes the negative log-likelihood of the density at the given point x. More...
 
virtual double squaredMahalanobis (Point const &x) const
 
template<typename RndEngine >
Point draw (RndEngine &) const
 
- Public Member Functions inherited from CluE::Distribution< Point >
virtual ~Distribution ()
 

Private Attributes

Point mean
 
Matrix covariance
 
Matrix cholesky
 
Matrix inverseCholesky
 
double logSqrt
 

Detailed Description

Univariate normal distribution.

Definition at line 22 of file pointgauss.h.

Constructor & Destructor Documentation

PointGauss::PointGauss ( Point const &  m,
Matrix const &  cov 
)

Definition at line 10 of file pointgauss.cpp.

Member Function Documentation

double PointGauss::density ( Point const &  x) const
virtual

Evaluates the density of the multivariate normal distribution at the given point x.

Implements CluE::Distribution< Point >.

Definition at line 23 of file pointgauss.cpp.

double PointGauss::nll ( Point const &  x) const
virtual

Computes the negative log-likelihood of the density at the given point x.

Definition at line 38 of file pointgauss.cpp.

double PointGauss::squaredMahalanobis ( Point const &  x) const
virtual

Definition at line 53 of file pointgauss.cpp.

template<typename RndEngine >
Point CluE::PointGauss::draw ( RndEngine &  re) const

Definition at line 49 of file pointgauss.h.

Member Data Documentation

Point CluE::PointGauss::mean
private

Definition at line 43 of file pointgauss.h.

Matrix CluE::PointGauss::covariance
private

Definition at line 44 of file pointgauss.h.

Matrix CluE::PointGauss::cholesky
private

Definition at line 44 of file pointgauss.h.

Matrix CluE::PointGauss::inverseCholesky
private

Definition at line 44 of file pointgauss.h.

double CluE::PointGauss::logSqrt
private

Definition at line 45 of file pointgauss.h.


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