multigaussian.cpp File Reference

Contains the implementation of the multivariate Gaussian distribution. More...

#include "distrib/multigaussian.hpp"
#include "glog/logging.h"

Include dependency graph for multigaussian.cpp:

Namespaces
	obsidian
	obsidian::distrib

Functions
MultiGaussian	obsidian::distrib::coupledGaussianBlock (const Eigen::MatrixXd &mean, double coupledSD, double decoupledSD)
double	obsidian::distrib::logPDF (const Eigen::MatrixXd &theta, const MultiGaussian &input, const Eigen::MatrixXd &thetaMin, const Eigen::MatrixXd &thetaMax)
	Compute the log PDF of a multivariate Gaussian distribution.
double	obsidian::distrib::logPDF (const Eigen::VectorXd &theta, const MultiGaussian &input, const Eigen::VectorXd &thetaMin, const Eigen::VectorXd &thetaMax)
	Compute the log PDF of a multivariate Gaussian distribution.
double	obsidian::distrib::uniformLogPDF (const Eigen::MatrixXd &theta, const MultiGaussian &input, const Eigen::MatrixXd &thetaMins, const Eigen::MatrixXd &thetaMaxs)
Eigen::MatrixXd	obsidian::distrib::drawValues (const MultiGaussian &input, std::mt19937 &gen)
	Draw a sample from a multivariate Gaussian distribution.
Eigen::MatrixXd	obsidian::distrib::drawUniformValues (const Eigen::MatrixXd &min, const Eigen::MatrixXd &max, std::mt19937 &gen)
std::vector< Eigen::MatrixXd >	obsidian::distrib::drawFrom (const std::vector< distrib::MultiGaussian > &prior, std::mt19937 &gen, const std::vector< Eigen::MatrixXd > &mins, const std::vector< Eigen::MatrixXd > &maxs, const std::vector< bool > &uniformFlags)
	Draw a sample from a multivariate Gaussian distribution.
std::vector< Eigen::VectorXd >	obsidian::distrib::drawVectorFrom (const std::vector< distrib::MultiGaussian > &prior, std::mt19937 &gen, const std::vector< Eigen::VectorXd > &mins, const std::vector< Eigen::VectorXd > &maxs)
	Draw a sample from a multivariate Gaussian distribution.

Detailed Description

Contains the implementation of the multivariate Gaussian distribution.

Author

Alistair Reid

Date

April 2014

License:

Affero General Public License version 3 or later

Copyright

(c) 2014, NICTA