gov.sandia.cognition.statistics.distribution

Class NormalInverseWishartDistribution.PDF

java.lang.Object

gov.sandia.cognition.util.AbstractCloneableSerializable

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

gov.sandia.cognition.statistics.distribution.NormalInverseWishartDistribution

gov.sandia.cognition.statistics.distribution.NormalInverseWishartDistribution.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:

NormalInverseWishartDistribution

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

PDF of the normal inverse-Wishart distribution.

See Also:

Serialized Form

Nested Class Summary

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

NormalInverseWishartDistribution.PDF

Field Summary

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

covarianceDivisor, DEFAULT_COVARIANCE_DIVISOR, DEFAULT_DIMENSIONALITY, gaussian, inverseWishart

Constructor Summary

Constructors

Constructor and Description
PDF() Default constructor
PDF(int dimensionality, double covarianceDivisor) Creates a new instance of NormalInverseWishartDistribution
PDF(MultivariateGaussian gaussian, InverseWishartDistribution inverseWishart, double covarianceDivisor) Creates a new instance of NormalInverseWishartDistribution
PDF(NormalInverseWishartDistribution other) Copy constructor

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.
NormalInverseWishartDistribution.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.NormalInverseWishartDistribution

clone, convertFromVector, convertToVector, getCovarianceDivisor, getGaussian, getInputDimensionality, getInverseWishart, getMean, sampleInto, setCovarianceDivisor, setGaussian, setInverseWishart

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

Constructor Detail

PDF

public PDF()

Default constructor

PDF

public PDF(int dimensionality,
           double covarianceDivisor)

Creates a new instance of NormalInverseWishartDistribution

Parameters:

dimensionality - Dimensionality of the distributions

covarianceDivisor - Term that divides the covariance sampled from the inverseWishart, must be greater than zero.

PDF

public PDF(MultivariateGaussian gaussian,
           InverseWishartDistribution inverseWishart,
           double covarianceDivisor)

Creates a new instance of NormalInverseWishartDistribution

Parameters:

gaussian - Generates the mean, given the covariance from the inverseWishart.

inverseWishart - Generates the covariance for the Gaussian.

covarianceDivisor - Term that divides the covariance sampled from the inverseWishart, must be greater than zero.

PDF

public PDF(NormalInverseWishartDistribution other)

Copy constructor

Parameters:

other - NormalInverseWishartDistribution to copy

Method Detail

getProbabilityFunction

public NormalInverseWishartDistribution.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 NormalInverseWishartDistribution

Returns:

Distribution function associated with this Distribution.

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.

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.