Pdf Class Reference

Inheritance diagram for Pdf:

Inheritance graph
[legend]

List of all members.


Detailed Description

Abstract probability distribution.

Author:
Lawrence Murray <lawrence@indii.org>
Version:
Rev
Date:
Date

Definition at line 18 of file Pdf.hpp.


Public Member Functions

 Pdf ()
 Default constructor.
 Pdf (const unsigned int N)
 Constructor.
virtual ~Pdf ()
 Destructor.
unsigned int getDimensions () const
 Get the dimensionality of the distribution.
virtual void setDimensions (const unsigned int N, const bool preserve=false)=0
 Set the dimensionality of the distribution.
virtual const vectorgetExpectation ()=0
 Get the expected value of the distribution.
virtual const
symmetric_matrix
getCovariance ()=0
 Get the covariance of the distribution.
virtual vector sample ()=0
 Sample from the distribution.
virtual double densityAt (const vector &x)=0
 Calculate the density at a given point.

Protected Attributes

unsigned int N
 $N$; number of dimensions.

Constructor & Destructor Documentation

Pdf (  ) 

Default constructor.

Initialises the density with zero dimensions. This should generally only be used when the object is to be restored from a serialization.

Definition at line 9 of file Pdf.cpp.

Pdf ( const unsigned int  N  ) 

Constructor.

Parameters:
N $N$; number of dimensions of the density.

Definition at line 13 of file Pdf.cpp.

~Pdf (  )  [virtual]

Destructor.

Definition at line 17 of file Pdf.cpp.


Member Function Documentation

unsigned int getDimensions (  )  const [inline]

Get the dimensionality of the distribution.

Returns:
Dimensionality of the distribution.

Definition at line 114 of file Pdf.hpp.

virtual void setDimensions ( const unsigned int  N,
const bool  preserve = false 
) [pure virtual]

Set the dimensionality of the distribution.

Parameters:
N Dimensionality of the distribution.
preserve True to preserve the current sufficient statistics of the distribution in the lower dimensional space, false if these may be discarded.

Implemented in DiracMixturePdf, DiracPdf, GaussianPdf, KernelDensityPdf, MixturePdf, StandardMixturePdf, UniformPdf, MixturePdf< indii::ml::aux::GaussianPdf >, MixturePdf< indii::ml::aux::DiracPdf >, MixturePdf< indii::ml::aux::KernelDensityPdf< NT, KT > >, StandardMixturePdf< indii::ml::aux::GaussianPdf >, and StandardMixturePdf< indii::ml::aux::KernelDensityPdf< NT, KT > >.

virtual const vector& getExpectation (  )  [pure virtual]

Get the expected value of the distribution.

Returns:
$\mathbf{\mu}$; expected value of the distribution.

Implemented in DiracPdf, GaussianPdf, KernelDensityPdf, MixturePdf, UniformPdf, MixturePdf< indii::ml::aux::GaussianPdf >, MixturePdf< indii::ml::aux::DiracPdf >, and MixturePdf< indii::ml::aux::KernelDensityPdf< NT, KT > >.

virtual const symmetric_matrix& getCovariance (  )  [pure virtual]

Get the covariance of the distribution.

Returns:
$\Sigma$; covariance of the distribution.

Implemented in DiracMixturePdf, DiracPdf, GaussianPdf, KernelDensityPdf, StandardMixturePdf, UniformPdf, StandardMixturePdf< indii::ml::aux::GaussianPdf >, and StandardMixturePdf< indii::ml::aux::KernelDensityPdf< NT, KT > >.

virtual vector sample (  )  [pure virtual]

Sample from the distribution.

Returns:
A sample from the distribution.

Implemented in DiracPdf, GaussianPdf, KernelDensityPdf, MixturePdf, UniformPdf, MixturePdf< indii::ml::aux::GaussianPdf >, MixturePdf< indii::ml::aux::DiracPdf >, and MixturePdf< indii::ml::aux::KernelDensityPdf< NT, KT > >.

virtual double densityAt ( const vector x  )  [pure virtual]

Calculate the density at a given point.

Parameters:
x $\mathbf{x}$; point at which to evaluate the density.
Returns:
$p(\mathbf{x})$; the density at $\mathbf{x}$.

Implemented in DiracPdf, GaussianPdf, KernelDensityPdf, MixturePdf, UniformPdf, MixturePdf< indii::ml::aux::GaussianPdf >, MixturePdf< indii::ml::aux::DiracPdf >, and MixturePdf< indii::ml::aux::KernelDensityPdf< NT, KT > >.


Member Data Documentation

unsigned int N [protected]

$N$; number of dimensions.

Definition at line 94 of file Pdf.hpp.


Generated on Wed Dec 17 15:11:58 2008 for dysii Dynamical Systems Library by  doxygen 1.5.3