o2scl::prob_cond_mdim_gaussian< vec_t, mat_t > Class Template Reference

A multi-dimensional Gaussian conditional probability density function. More...

#include <prob_dens_func.h>

Inheritance diagram for o2scl::prob_cond_mdim_gaussian< vec_t, mat_t >:

Detailed Description

template<class vec_t = boost::numeric::ublas::vector<double>, class mat_t = boost::numeric::ublas::matrix<double>>
class o2scl::prob_cond_mdim_gaussian< vec_t, mat_t >

This class is experimental.

Todo:

This should be a symmetric conditional probability, i.e. . Test this.

Note

Const functions are not thread-safe because mutable storage is used.

Definition at line 1845 of file prob_dens_func.h.

Public Member Functions
	prob_cond_mdim_gaussian ()
	Create an empty distribution.
	prob_cond_mdim_gaussian (const prob_cond_mdim_gaussian &pcmg)
	Copy constructor.
prob_cond_mdim_gaussian &	operator= (const prob_cond_mdim_gaussian &pcmg)
	Copy constructor with operator=.
	prob_cond_mdim_gaussian (size_t p_ndim, mat_t &covar)
	Create a distribution from the covariance matrix.
virtual size_t	dim () const
	The dimensionality.
void	set_seed (unsigned long int s)
	Set the seed.
void	set (size_t p_ndim, mat_t &covar)
	Set the covariance matrix for the distribution.
virtual double	pdf (const vec_t &x_B, const vec_t &x_A) const
	The conditional probability of x_A given x_B, i.e. .
virtual double	log_pdf (const vec_t &x_B, const vec_t &x_A) const
	The log of the conditional probability of x_A given x_B i.e. .
virtual void	operator() (const vec_t &x_B, vec_t &x_A) const
	Sample the distribution.
Public Member Functions inherited from o2scl::prob_cond_mdim< boost::numeric::ublas::vector< double > >
virtual size_t	dim () const
	The dimensionality.
virtual double	pdf (const boost::numeric::ublas::vector< double > &x_B, const boost::numeric::ublas::vector< double > &x_A) const=0
	The conditional probability of x_A given x_B, i.e. .
virtual double	log_pdf (const boost::numeric::ublas::vector< double > &x_B, const boost::numeric::ublas::vector< double > &x_A) const=0
	The log of the conditional probability of x_A given x_B i.e. .
virtual void	operator() (const boost::numeric::ublas::vector< double > &x_B, boost::numeric::ublas::vector< double > &x_A) const=0
	Sample the distribution.
virtual double	log_metrop_hast (const boost::numeric::ublas::vector< double > &x, boost::numeric::ublas::vector< double > &x_prime) const
	Sample the distribution and return the log of the Metropolis-Hastings ratio. More...

Protected Attributes
mat_t	chol
	Cholesky decomposition.
mat_t	covar_inv
	Inverse of the covariance matrix.
double	norm
	Normalization factor.
size_t	ndim
	Number of dimensions.
vec_t	q
	Temporary storage 1.
vec_t	vtmp
	Temporary storage 2.
o2scl::prob_dens_gaussian	pdg
	Standard normal.

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The documentation for this class was generated from the following file:

• /home/awsteiner/wcs/o2scl/src/other/prob_dens_func.h