gov.sandia.cognition.statistics.distribution

Class InverseWishartDistribution.PDF

java.lang.Object

gov.sandia.cognition.util.AbstractCloneableSerializable

gov.sandia.cognition.statistics.AbstractDistribution<Matrix>

gov.sandia.cognition.statistics.distribution.InverseWishartDistribution

gov.sandia.cognition.statistics.distribution.InverseWishartDistribution.PDF

All Implemented Interfaces:

Evaluator<Matrix,java.lang.Double>, Vectorizable, ClosedFormComputableDistribution<Matrix>, ClosedFormDistribution<Matrix>, ComputableDistribution<Matrix>, Distribution<Matrix>, DistributionWithMean<Matrix>, ProbabilityDensityFunction<Matrix>, ProbabilityFunction<Matrix>, CloneableSerializable, java.io.Serializable, java.lang.Cloneable

Enclosing class:

InverseWishartDistribution

public static class InverseWishartDistribution.PDF
extends InverseWishartDistribution
implements ProbabilityDensityFunction<Matrix>

PDF of the Inverse-Wishart distribution, though I have absolutely no idea why anybody would evaluate the PDF of an Inverse-Wishart...

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from class gov.sandia.cognition.statistics.distribution.InverseWishartDistribution

InverseWishartDistribution.MultivariateGammaFunction, InverseWishartDistribution.PDF

Field Summary

Fields

Modifier and Type	Field and Description
static double	LOG_OF_2 The natural logarithm of 2.0.

Fields inherited from class gov.sandia.cognition.statistics.distribution.InverseWishartDistribution

DEFAULT_DIMENSIONALITY, degreesOfFreedom, inverseScale

Constructor Summary

Constructors

Constructor and Description
PDF() Creates a new instance of InverseWishartDistribution
PDF(InverseWishartDistribution other) Copy constructor.
PDF(Matrix inverseScale, int degreesOfFreedom) Creates a new instance of InverseWishartDistribution

Method Summary

Modifier and Type	Method and Description
java.lang.Double	evaluate(Matrix input) Evaluates the function on the given input and returns the output.
InverseWishartDistribution.PDF	getProbabilityFunction() Gets the distribution function associated with this Distribution, either the PDF or PMF.
double	logEvaluate(Matrix input) Evaluate the natural logarithm of the distribution function.

Methods inherited from class gov.sandia.cognition.statistics.distribution.InverseWishartDistribution

clone, convertFromVector, convertToVector, getDegreesOfFreedom, getInputDimensionality, getInverseScale, getMean, getScaleSqrt, sample, sampleInto, setDegreesOfFreedom, setInverseScale

Methods inherited from class gov.sandia.cognition.statistics.AbstractDistribution

sample, sample

Methods inherited from class java.lang.Object

equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface gov.sandia.cognition.statistics.DistributionWithMean

getMean

Methods inherited from interface gov.sandia.cognition.math.matrix.Vectorizable

clone, convertFromVector, convertToVector

Methods inherited from interface gov.sandia.cognition.statistics.Distribution

sample, sample, sampleInto

Field Detail

LOG_OF_2

public static final double LOG_OF_2

The natural logarithm of 2.0.

Constructor Detail

PDF

public PDF()

Creates a new instance of InverseWishartDistribution

PDF

public PDF(Matrix inverseScale,
           int degreesOfFreedom)

Creates a new instance of InverseWishartDistribution

Parameters:

inverseScale - Inverse scale matrix, must be symmetric and positive definite.

degreesOfFreedom - Degrees of freedom, must be greater than the inverse scale dimensionality.

PDF

public PDF(InverseWishartDistribution other)

Copy constructor.

Parameters:

other - InverseWishartDistribution to copy

Method Detail

evaluate

public java.lang.Double evaluate(Matrix input)

Description copied from interface: Evaluator

Evaluates the function on the given input and returns the output.

Specified by:

evaluate in interface Evaluator<Matrix,java.lang.Double>

Parameters:

input - The input to evaluate.

Returns:

The output produced by evaluating the input.

logEvaluate

public double logEvaluate(Matrix input)

Description copied from interface: ProbabilityFunction

Evaluate the natural logarithm of the distribution function. This is sometimes more efficient than evaluating the distribution function itself, and when evaluating the product of many independent or exchangeable samples.

Specified by:

logEvaluate in interface ProbabilityFunction<Matrix>

Parameters:

input - The input to be evaluated

Returns:

Natural logarithm of the distribution function.

getProbabilityFunction

public InverseWishartDistribution.PDF getProbabilityFunction()

Description copied from interface: ComputableDistribution

Gets the distribution function associated with this Distribution, either the PDF or PMF.

Specified by:

getProbabilityFunction in interface ComputableDistribution<Matrix>

Specified by:

getProbabilityFunction in interface ProbabilityDensityFunction<Matrix>

Overrides:

getProbabilityFunction in class InverseWishartDistribution

Returns:

Distribution function associated with this Distribution.