repicea.stats.distributions

Class GaussianDistribution

java.lang.Object

repicea.stats.distributions.StandardGaussianDistribution

repicea.stats.distributions.GaussianDistribution

All Implemented Interfaces:

java.io.Serializable, CentralMomentsGettable, CentralMomentsSettable, Distribution

public class GaussianDistribution
extends StandardGaussianDistribution
implements CentralMomentsSettable

This class implements the Gaussian probability density function.

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from interface repicea.stats.Distribution

Distribution.Type

Constructor Summary

Constructors

Constructor and Description
GaussianDistribution(Matrix mu, Matrix sigma2) This constructor creates a Gaussian function with mean mu and variance sigma2.

Method Summary

Modifier and Type	Method and Description
void	setMean(Matrix mean) This method sets the mean vector of the random variable.
void	setVariance(Matrix variance) This method sets the variance-covariance matrix of the random variable.

Methods inherited from class repicea.stats.distributions.StandardGaussianDistribution

getInstance, getMean, getMu, getProbabilityDensity, getRandomRealization, getSigma2, getStandardDeviation, getType, getVariance, isMultivariate, isParametric

Methods inherited from class java.lang.Object

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

Methods inherited from interface repicea.stats.Distribution

isUnivariate

Constructor Detail

GaussianDistribution

public GaussianDistribution(Matrix mu,
                            Matrix sigma2)

This constructor creates a Gaussian function with mean mu and variance sigma2. NOTE: Matrix sigma2 must be positive definite.

Parameters:

mu - the mean of the function

sigma2 - the variance of the function

Throws:

java.lang.UnsupportedOperationException - if the matrix sigma2 is not positive definite

Method Detail

setMean

public void setMean(Matrix mean)

Description copied from interface: CentralMomentsSettable

This method sets the mean vector of the random variable.

Specified by:

setMean in interface CentralMomentsSettable

Overrides:

setMean in class StandardGaussianDistribution

Parameters:

mean - a Matrix instance

setVariance

public void setVariance(Matrix variance)

Description copied from interface: CentralMomentsSettable

This method sets the variance-covariance matrix of the random variable.

Specified by:

setVariance in interface CentralMomentsSettable

Overrides:

setVariance in class StandardGaussianDistribution

Parameters:

variance - a Matrix instance