Package org.ejml.dense.row

Class CovarianceRandomDraw_DDRM

  • public class CovarianceRandomDraw_DDRM
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 Description
      CovarianceRandomDraw_DDRM​(java.util.Random rand, org.ejml.data.DMatrixRMaj cov)
      Creates a random distribution with the specified mean and covariance.

    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      double computeLikelihoodP()
      Computes the likelihood of the random draw
      void next​(org.ejml.data.DMatrixRMaj 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_DDRM

        public CovarianceRandomDraw_DDRM​(java.util.Random rand,
                                 org.ejml.data.DMatrixRMaj 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.DMatrixRMaj x)
        Makes a draw on the distribution. The results are added to parameter 'x'

      • computeLikelihoodP

        public double computeLikelihoodP()
        Computes the likelihood of the random draw
        Returns:
        The likelihood.