A multidimensional normal distribution from a Gaussian process. More...
#include <prob_dens_func.h>
Definition at line 1247 of file prob_dens_func.h.
Additional Inherited Members | |
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virtual size_t | dim () const |
The dimensionality. | |
prob_dens_mdim_gaussian () | |
Create an empty distribution. | |
prob_dens_mdim_gaussian (size_t p_ndim, vec_t &p_peak, boost::numeric::ublas::matrix< double > &covar) | |
Create a distribution from the covariance matrix. | |
void | set (size_t p_ndim, vec_t &p_peak, boost::numeric::ublas::matrix< double > &covar) |
Set the peak and covariance matrix for the distribution. | |
void | set_alt (size_t p_ndim, vec_t &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, vec_t &y, func_t &fcovar) |
Given a data set and a covariance function, construct probability distribution based on a Gaussian process which includes noise. | |
virtual double | pdf (const vec_t &x) const |
The normalized density. | |
virtual double | log_pdf (const vec_t &x) const |
The log of the normalized density. | |
virtual void | operator() (vec_t &x) const |
Sample the distribution. | |
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boost::numeric::ublas::matrix< double > | chol |
Cholesky decomposition. | |
boost::numeric::ublas::matrix< double > | covar_inv |
Inverse of the covariance matrix. | |
vec_t | peak |
Location of the peak. | |
double | norm |
Normalization factor. | |
size_t | ndim |
Number of dimensions. | |
vec_t | q |
Temporary storage 1. | |
vec_t | vtmp |
Temporary storage 2. | |
o2scl::prob_dens_gaussian | pdg |
Standard normal. | |
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