Package org.ddogleg.rand

Class MultivariateGaussianDraw

java.lang.Object

org.ddogleg.rand.MultivariateGaussianDraw

public class MultivariateGaussianDraw
extends Object

Draw a number from a multivariate Gaussian distribution.

Constructor Summary

Constructors

Constructor	Description
MultivariateGaussianDraw(Random rand, DMatrixRMaj mean, DMatrixRMaj cov)	Creates a random distribution with the specified mean and covariance.

Method Summary

Modifier and Type	Method	Description
void	assignMean(DMatrixRMaj mean)	Uses the referenced variable as the internal mean.
double	computeLikelihoodP()
DMatrixRMaj	next(DMatrixRMaj x)	Makes a draw on the distribution and stores the results in parameter 'x'

Methods inherited from class java.lang.Object

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

Constructor Details

MultivariateGaussianDraw

public MultivariateGaussianDraw(Random rand,
 DMatrixRMaj mean,
 DMatrixRMaj cov)

Creates a random distribution with the specified mean and covariance. The references to the variables are not saved, their value are copied.

Parameters:

rand - Used to create the random numbers for the draw.

mean - If not null this will be the mean of the distribution, if null then nothing is assigned. this is useful if someone is being anal about performance and will soon call assignMean()

cov - The covariance of the distribution

Method Details

assignMean

public void assignMean(DMatrixRMaj mean)

Uses the referenced variable as the internal mean. This does not perform a copy but actually points to the specified matrix as the mean.

next

public DMatrixRMaj next(DMatrixRMaj x)

Makes a draw on the distribution and stores the results in parameter 'x'

computeLikelihoodP

public double computeLikelihoodP()