gov.sandia.cognition.statistics.distribution

Class MultivariateGaussian.IncrementalEstimatorCovarianceInverse

java.lang.Object

gov.sandia.cognition.util.AbstractCloneableSerializable

gov.sandia.cognition.learning.algorithm.AbstractBatchAndIncrementalLearner<DataType,SufficientStatisticsType>

gov.sandia.cognition.statistics.AbstractIncrementalEstimator<Vector,MultivariateGaussian,MultivariateGaussian.SufficientStatisticCovarianceInverse>

gov.sandia.cognition.statistics.distribution.MultivariateGaussian.IncrementalEstimatorCovarianceInverse

All Implemented Interfaces:

BatchAndIncrementalLearner<Vector,MultivariateGaussian.SufficientStatisticCovarianceInverse>, BatchLearner<java.util.Collection<? extends Vector>,MultivariateGaussian.SufficientStatisticCovarianceInverse>, IncrementalLearner<Vector,MultivariateGaussian.SufficientStatisticCovarianceInverse>, IncrementalEstimator<Vector,MultivariateGaussian,MultivariateGaussian.SufficientStatisticCovarianceInverse>, CloneableSerializable, java.io.Serializable, java.lang.Cloneable

Enclosing class:

MultivariateGaussian

public static class MultivariateGaussian.IncrementalEstimatorCovarianceInverse
extends AbstractIncrementalEstimator<Vector,MultivariateGaussian,MultivariateGaussian.SufficientStatisticCovarianceInverse>

The estimator that creates a MultivariateGaussian from a stream of values by estimating the mean and covariance inverse (as opposed to the covariance directly), without ever performing a matrix inversion. This is useful when you're interested in the covariance inverse (precision) instead of the covariance itself.

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
static double	DEFAULT_COVARIANCE_INVERSE Default covariance Inverse, 99999.99999999999.

Constructor Summary

Constructors

Constructor and Description
IncrementalEstimatorCovarianceInverse() Default constructor
IncrementalEstimatorCovarianceInverse(double defaultCovarianceInverse) Creates a new instance of IncrementalEstimatorCovarianceInverse

Method Summary

Modifier and Type	Method and Description
MultivariateGaussian.SufficientStatisticCovarianceInverse	createInitialLearnedObject() Creates a new initial learned object, before any data is given.
double	getDefaultCovarianceInverse() Getter for defaultCovarianceInverse
void	setDefaultCovarianceInverse(double defaultCovarianceInverse) Setter for defaultCovarianceInverse

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

clone, update

Methods inherited from class gov.sandia.cognition.learning.algorithm.AbstractBatchAndIncrementalLearner

learn, learn, update

Methods inherited from class java.lang.Object

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

Methods inherited from interface gov.sandia.cognition.learning.algorithm.BatchAndIncrementalLearner

learn

Methods inherited from interface gov.sandia.cognition.learning.algorithm.BatchLearner

learn

Methods inherited from interface gov.sandia.cognition.learning.algorithm.IncrementalLearner

update

Field Detail

DEFAULT_COVARIANCE_INVERSE

public static final double DEFAULT_COVARIANCE_INVERSE

Default covariance Inverse, 99999.99999999999.

See Also:

Constant Field Values

Constructor Detail

IncrementalEstimatorCovarianceInverse

public IncrementalEstimatorCovarianceInverse()

Default constructor

IncrementalEstimatorCovarianceInverse

public IncrementalEstimatorCovarianceInverse(double defaultCovarianceInverse)

Creates a new instance of IncrementalEstimatorCovarianceInverse

Parameters:

defaultCovarianceInverse - Default covariance Inverse of the distribution

Method Detail

getDefaultCovarianceInverse

public double getDefaultCovarianceInverse()

Getter for defaultCovarianceInverse

Returns:

Default covariance Inverse of the distribution

setDefaultCovarianceInverse

public void setDefaultCovarianceInverse(double defaultCovarianceInverse)

Setter for defaultCovarianceInverse

Parameters:

defaultCovarianceInverse - Default covariance Inverse of the distribution

createInitialLearnedObject

public MultivariateGaussian.SufficientStatisticCovarianceInverse createInitialLearnedObject()

Description copied from interface: IncrementalLearner

Creates a new initial learned object, before any data is given.

Returns:

The initial learned object.