Package org.ejml.dense.row

Class CovarianceRandomDraw_DDRM

java.lang.Object
org.ejml.dense.row.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

    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 Details

    • 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 Details

    • 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.