dysii Probability Distributions Test Suite: test6.cpp File Reference

This test creates a random multivariate Gaussian mixture. It then samples from this mixture and compares the mean and covariance of the original mixture with the mean and covariance of the sample set.

True mean
[10](-0.371772,0.0247794,-0.694436,-0.725477,-0.173395,0.254179,0.265875,-0.182584,-1.58268,-0.180564)
True covariance
[10,10]((10.5105,4.9164,4.00708,-0.847463,1.90695,0.429748,-3.92799,2.61662,-0.352928,2.96024),(4.9164,6.14985,4.91685,-1.44669,2.62529,2.4311,0.696597,-2.91803,-2.05872,0.126531),(4.00708,4.91685,8.32903,2.01725,5.56143,2.20605,2.29597,-4.09557,0.0988245,2.44746),(-0.847463,-1.44669,2.01725,9.72564,2.23329,-2.03402,2.25253,-2.63657,2.6772,5.0114),(1.90695,2.62529,5.56143,2.23329,5.69025,0.915081,0.542488,-4.27499,1.55459,1.77627),(0.429748,2.4311,2.20605,-2.03402,0.915081,4.02748,3.03814,-0.743788,-2.8001,-1.10317),(-3.92799,0.696597,2.29597,2.25253,0.542488,3.03814,8.89757,-3.85311,-4.73507,-2.20367),(2.61662,-2.91803,-4.09557,-2.63657,-4.27499,-0.743788,-3.85311,9.29706,1.25019,2.46312),(-0.352928,-2.05872,0.0988245,2.6772,1.55459,-2.8001,-4.73507,1.25019,8.54087,5.22541),(2.96024,0.126531,2.44746,5.0114,1.77627,-1.10317,-2.20367,2.46312,5.22541,9.5591))
Sample mean
[10](-0.354978,0.0402824,-0.690684,-0.733938,-0.179061,0.256176,0.263299,-0.179635,-1.59133,-0.175031)
Sample covariance
[10,10]((10.5329,4.91685,4.03362,-0.843003,1.92822,0.425518,-3.95874,2.6348,-0.316678,2.97982),(4.91685,6.15352,4.94511,-1.4311,2.63918,2.42427,0.690618,-2.91539,-2.01865,0.159001),(4.03362,4.94511,8.34564,2.01138,5.55796,2.20644,2.2803,-4.09631,0.0854599,2.4385),(-0.843003,-1.4311,2.01138,9.74033,2.23626,-2.04368,2.21965,-2.6652,2.67621,5.01811),(1.92822,2.63918,5.55796,2.23626,5.67588,0.914149,0.521844,-4.2655,1.54411,1.77174),(0.425518,2.42427,2.20644,-2.04368,0.914149,4.01856,3.04161,-0.73472,-2.78708,-1.10293),(-3.95874,0.690618,2.2803,2.21965,0.521844,3.04161,8.90912,-3.85286,-4.74951,-2.21991),(2.6348,-2.91539,-4.09631,-2.6652,-4.2655,-0.73472,-3.85286,9.31208,1.23451,2.4471),(-0.316678,-2.01865,0.0854599,2.67621,1.54411,-2.78708,-4.74951,1.23451,8.50133,5.21011),(2.97982,0.159001,2.4385,5.01811,1.77174,-1.10293,-2.21991,2.4471,5.21011,9.54923))

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Functions
aux::GaussianPdf	createRandomGaussian (const unsigned int M, const double minMean=-5.0, const double maxMean=5.0, const double minCov=0.0, const double maxCov=5.0)
	Create random Gaussian distribution.
int	main (int argc, const char *argv[])
	Run tests.
Variables
unsigned int	M = 10
	Dimensionality of the Gaussian mixture.
unsigned int	COMPONENTS = 12
	Number of components in the Gaussian mixture.
unsigned int	N = 100000
	Number of samples to take.

Function Documentation

aux::GaussianPdf createRandomGaussian	(	const unsigned int	M,
		const double	minMean = `-5.0`,
		const double	maxMean = `5.0`,
		const double	minCov = `0.0`,
		const double	maxCov = `5.0`
	)

Create random Gaussian distribution.

Parameters:

	M	Dimensionality of the Gaussian.
	minMean	Minimum value of any component of the mean.
	maxMean	Maximum value of any component of the mean.
	minCov	Minimum value of any component of the covariance.
	maxCov	Maximum value of any component of the covariance.

Returns:: Gaussian with given dimensionality, with mean and covariance randomly generated uniformly from within the given bounds.

Definition at line 58 of file test6.cpp.

test6.cpp File Reference

Detailed Description

Functions

Variables

Function Documentation

Variable Documentation