Class prob_cond_mdim_gaussian (o2scl)¶
-
template<class
vec_t
= boost::numeric::ublas::vector<double>, classmat_t
= boost::numeric::ublas::matrix<double>>
classo2scl
::
prob_cond_mdim_gaussian
: public o2scl::prob_cond_mdim<boost::numeric::ublas::vector<double>>¶ A multi-dimensional Gaussian conditional probability density function.
This class is experimental.
- Todo:
This should be a symmetric conditional probability, i.e. \( P(x|y) = P(y|x) \). Test this.
- Note
Const functions are not thread-safe because mutable storage is used.
Public Functions
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prob_cond_mdim_gaussian
()¶ Create an empty distribution.
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prob_cond_mdim_gaussian
(const prob_cond_mdim_gaussian &pcmg)¶ Copy constructor.
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prob_cond_mdim_gaussian &
operator=
(const prob_cond_mdim_gaussian &pcmg)¶ Copy constructor with operator=.
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prob_cond_mdim_gaussian
(size_t p_ndim, mat_t &covar)¶ Create a distribution from the covariance matrix.
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size_t
dim
() const¶ The dimensionality.
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void
set_seed
(unsigned long int s)¶ Set the seed.
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double
pdf
(const vec_t &x_B, const vec_t &x_A) const¶ The conditional probability of x_A given x_B, i.e. \( P(A|B) \).