org.ejml.dense.row

Class CovarianceRandomDraw_FDRM

java.lang.Object

org.ejml.dense.row.CovarianceRandomDraw_FDRM

public class CovarianceRandomDraw_FDRM
extends java.lang.Object

Generates random vectors based on a zero mean multivariate Gaussian distribution. The covariance matrix is provided in the constructor.

Constructor Summary

Constructors

Constructor and Description
CovarianceRandomDraw_FDRM(java.util.Random rand, org.ejml.data.FMatrixRMaj cov) Creates a random distribution with the specified mean and covariance.

Method Summary

Modifier and Type	Method and Description
float	computeLikelihoodP() Computes the likelihood of the random draw
void	next(org.ejml.data.FMatrixRMaj x) Makes a draw on the distribution.

Methods inherited from class java.lang.Object

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

Constructor Detail

CovarianceRandomDraw_FDRM

public CovarianceRandomDraw_FDRM(java.util.Random rand,
                                 org.ejml.data.FMatrixRMaj cov)

Creates a random distribution with the specified mean and covariance. The references to the variables are not saved, their value are copied.

Parameters:

rand - Used to create the random numbers for the draw. Reference is saved.

cov - The covariance of the distribution. Not modified.

Method Detail

next

public void next(org.ejml.data.FMatrixRMaj x)

Makes a draw on the distribution. The results are added to parameter 'x'

computeLikelihoodP

public float computeLikelihoodP()

Computes the likelihood of the random draw

Returns:

The likelihood.