Gaussian distribution bounded by a hypercube. More...
#include <prob_dens_func.h>
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. | |
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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. | |
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o2scl::prob_dens_gaussian | pdg |
Standard normal. | |
Protected Attributes | |
vec_t | low |
Lower limits. | |
vec_t | high |
Upper limits. | |
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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, ![]() | |
size_t | ndim |
Number of dimensions. | |
boost::numeric::ublas::vector< double > | q |
Temporary storage 1. | |
boost::numeric::ublas::vector< double > | vtmp |
Temporary storage 2. | |
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inline |
Definition at line 1374 of file prob_dens_func.h.
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