greycat.ml.math

Class MultivariateNormalDistribution

java.lang.Object

greycat.ml.math.MultivariateNormalDistribution

public class MultivariateNormalDistribution
extends Object

Constructor Summary

Constructors

Constructor and Description
MultivariateNormalDistribution(double[] means, DMatrix cov, boolean allowSingular)

Method Summary

Modifier and Type	Method and Description
MultivariateNormalDistribution	clone(double[] avg)
double	density(double[] features, boolean normalizeOnAvg)
double	densityExponent(double[] features)
double[]	getAvg()
static DMatrix	getCovariance(double[] sum, double[] sumsquares, int total)
double[]	getCovDiag()
static MultivariateNormalDistribution	getDistribution(double[] sum, double[] sumsquares, int total, boolean allowSingular)
double[]	getMax()
double[]	getMin()
void	setMax(double[] max)
void	setMin(double[] min)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

MultivariateNormalDistribution

public MultivariateNormalDistribution(double[] means,
                                      DMatrix cov,
                                      boolean allowSingular)

Method Detail

getMin

public double[] getMin()

getMax

public double[] getMax()

getAvg

public double[] getAvg()

getCovDiag

public double[] getCovDiag()

setMin

public void setMin(double[] min)

setMax

public void setMax(double[] max)

getCovariance

public static DMatrix getCovariance(double[] sum,
                                    double[] sumsquares,
                                    int total)

getDistribution

public static MultivariateNormalDistribution getDistribution(double[] sum,
                                                             double[] sumsquares,
                                                             int total,
                                                             boolean allowSingular)

density

public double density(double[] features,
                      boolean normalizeOnAvg)

clone

public MultivariateNormalDistribution clone(double[] avg)

densityExponent

public double densityExponent(double[] features)