Contains the interface for the multivariate Gaussian distribution. More...

#include <cmath>
#include <Eigen/Core>
#include <Eigen/LU>
#include <Eigen/Dense>
#include <Eigen/Cholesky>

Include dependency graph for multigaussian.hpp:

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Classes
struct	obsidian::distrib::MultiGaussian
	Represents a multivariate Gaussian distribution. More...

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.

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 interface for the multivariate Gaussian distribution.

Classes