Detailed Description

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

Note: This class naively resamples the Gaussian until a sample is within bounds. This is a temporary hack and can be very slow depending on the size of the volume excluded.

Warning: The PDF is not yet properly normalized

Definition at line 1334 of file prob_dens_func.h.

Public Member Functions
	prob_dens_mdim_bound_gaussian ()
	Create an empty distribution.

	prob_dens_mdim_bound_gaussian (size_t p_ndim, vec_t &p_peak, mat_t &covar, vec_t &p_low, vec_t &p_high)
	Create a distribution with the specified peak, covariance matrix, lower limits, and upper limits.

void	set (size_t p_ndim, vec_t &p_peak, mat_t &covar, vec_t &p_low, vec_t &p_high)
	Set the peak, covariance matrix, lower limits, and upper limits. More...

virtual double	pdf (const vec_t &x) const
	Compute the probability density function (arbitrary normalization)

virtual double	log_pdf (const vec_t &x) const
	Compute the natural log of the probability density function (arbitrary normalization)

virtual void	operator() (vec_t &x) const
	Sample the distribution.

Public Member Functions inherited from o2scl::prob_dens_mdim_gaussian< boost::numeric::ublas::vector< double >, boost::numeric::ublas::matrix< double > >
const boost::numeric::ublas::matrix< double > &	get_chol ()
	Get the Cholesky decomposition.

const boost::numeric::ublas::matrix< double > &	get_covar_inv ()
	Get the inverse of the covariance matrix.

const boost::numeric::ublas::vector< double > &	get_peak ()
	Get the peak location.

const double &	get_norm ()
	Get the normalization.

virtual size_t	dim () const
	The dimensionality.

	prob_dens_mdim_gaussian ()
	Create an empty distribution.

	prob_dens_mdim_gaussian (const prob_dens_mdim_gaussian &pdmg_loc)
	Copy constructor.

	prob_dens_mdim_gaussian (size_t p_ndim, boost::numeric::ublas::vector< double > &p_peak, boost::numeric::ublas::matrix< double > &covar)
	Create a distribution from the covariance matrix.

prob_dens_mdim_gaussian &	operator= (const prob_dens_mdim_gaussian &pdmg_loc)
	Copy constructor with operator=.

int	set (size_t p_mdim, size_t n_pts, const mat2_t &pts, const vec2_t &vals, boost::numeric::ublas::vector< double > &peak_arg, boost::numeric::ublas::matrix< double > &covar_arg)
	Create a distribution from a set of samples from a multidimensional Gaussian, returning the peak values and covariance matrix. More...

int	set (size_t p_mdim, size_t n_pts, const mat2_t &pts, const vec2_t &vals)
	Create a distribution from a set of samples from a multidimensional Gaussian. More...

void	set (size_t p_ndim, boost::numeric::ublas::vector< double > &p_peak, boost::numeric::ublas::matrix< double > &covar)
	Set the peak and covariance matrix for the distribution. More...

void	set_alt (size_t p_ndim, boost::numeric::ublas::vector< double > &p_peak, boost::numeric::ublas::matrix< double > &p_chol, boost::numeric::ublas::matrix< double > &p_covar_inv, double p_norm)
	Alternate set function for use when covariance matrix has already been decomposed and inverted.

void	set_gproc (size_t n_dim, size_t n_init, vec_vec_t &x, boost::numeric::ublas::vector< double > &y, func_t &fcovar)
	Given a data set and a covariance function, construct probability distribution based on a Gaussian process which includes noise. More...

virtual double	pdf (const boost::numeric::ublas::vector< double > &x) const
	The normalized density.

virtual double	log_pdf (const boost::numeric::ublas::vector< double > &x) const
	The log of the normalized density.

virtual void	operator() (boost::numeric::ublas::vector< double > &x) const
	Sample the distribution.

Public Attributes
size_t	samp_max
	Maximum number of samples.

Public Attributes inherited from o2scl::prob_dens_mdim_gaussian< boost::numeric::ublas::vector< double >, boost::numeric::ublas::matrix< double > >
o2scl::prob_dens_gaussian	pdg
	Standard normal.

Protected Attributes
vec_t	low
	Lower limits.

vec_t	high
	Upper limits.

Protected Attributes inherited from o2scl::prob_dens_mdim_gaussian< boost::numeric::ublas::vector< double >, boost::numeric::ublas::matrix< double > >
boost::numeric::ublas::matrix< double >	chol
	Cholesky decomposition.

boost::numeric::ublas::matrix< double >	covar_inv
	Inverse of the covariance matrix.

boost::numeric::ublas::vector< double >	peak
	Location of the peak.

double	norm
	Normalization factor, $\det ( 2 \pi \Sigma)^{-1/2}$ .

size_t	ndim
	Number of dimensions.

boost::numeric::ublas::vector< double >	q
	Temporary storage 1.

boost::numeric::ublas::vector< double >	vtmp
	Temporary storage 2.

Member Function Documentation

◆ set()

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

void o2scl::prob_dens_mdim_bound_gaussian< vec_t, mat_t >::set	(	size_t	p_ndim,
		vec_t &	p_peak,
		mat_t &	covar,
		vec_t &	p_low,
		vec_t &	p_high
	)

inline

Note: This function is called in constructors and thus should not be virtual.

Definition at line 1374 of file prob_dens_func.h.

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

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

Detailed Description

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

Public Member Functions

Public Attributes

Protected Attributes

Member Function Documentation

◆ set()

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