repicea.stats.distributions

Class StandardGaussianDistribution

java.lang.Object

repicea.stats.distributions.StandardGaussianDistribution

All Implemented Interfaces:

java.io.Serializable, CentralMomentsGettable, Distribution

Direct Known Subclasses:

GaussianDistribution, TruncatedGaussianDistribution

public class StandardGaussianDistribution
extends java.lang.Object
implements Distribution

See Also:

Serialized Form

Nested Class Summary

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

Distribution.Type

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	StandardGaussianDistribution() This constructor creates a Gaussian function with mean mu and variance sigma2.

Method Summary

Modifier and Type	Method and Description
static StandardGaussianDistribution	getInstance() This method returns the single instance of the StandardGaussianDistribution class.
Matrix	getMean() This method returns the first central moment, i.e.
protected Matrix	getMu()
double	getProbabilityDensity(Matrix yValues) This method returns the result of the probability density function of the distribution parameter.
Matrix	getRandomRealization() This method draws a random realization from the distribution.
protected Matrix	getSigma2()
Matrix	getStandardDeviation() This method returns the lower triangle of the Cholesky decomposition of the variance-covariance matrix.
Distribution.Type	getType() This method returns the type of the distribution.
Matrix	getVariance() This method returns the second central moment, i.e.
boolean	isMultivariate() This method returns true if the GaussianFunction instance is multivariate.
boolean	isParametric() This method returns true if the distribution is parametric or false otherwise.
protected void	setMean(Matrix mu)
protected void	setVariance(Matrix sigma2)

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

StandardGaussianDistribution

protected StandardGaussianDistribution()

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

Method Detail

getInstance

public static StandardGaussianDistribution getInstance()

This method returns the single instance of the StandardGaussianDistribution class.

isMultivariate

public boolean isMultivariate()

Description copied from interface: Distribution

This method returns true if the GaussianFunction instance is multivariate.

Specified by:

isMultivariate in interface Distribution

Returns:

a boolean

getRandomRealization

public Matrix getRandomRealization()

Description copied from interface: Distribution

This method draws a random realization from the distribution.

Specified by:

getRandomRealization in interface Distribution

Returns:

the observation in a Matrix instance

getStandardDeviation

public Matrix getStandardDeviation()

This method returns the lower triangle of the Cholesky decomposition of the variance-covariance matrix.

Returns:

a Matrix instance

getMean

public Matrix getMean()

Description copied from interface: CentralMomentsGettable

This method returns the first central moment, i.e. the mean vector, of the random variable.

Specified by:

getMean in interface CentralMomentsGettable

Returns:

a Matrix instance

getVariance

public Matrix getVariance()

Description copied from interface: CentralMomentsGettable

This method returns the second central moment, i.e. the variance-covariance matrix, of the random variable.

Specified by:

getVariance in interface CentralMomentsGettable

Returns:

a Number instance

getType

public Distribution.Type getType()

Description copied from interface: Distribution

This method returns the type of the distribution.

Specified by:

getType in interface Distribution

Returns:

a Type enum

setMean

protected void setMean(Matrix mu)

setVariance

protected void setVariance(Matrix sigma2)

getMu

protected Matrix getMu()

getSigma2

protected Matrix getSigma2()

isParametric

public boolean isParametric()

Description copied from interface: Distribution

This method returns true if the distribution is parametric or false otherwise.

Specified by:

isParametric in interface Distribution

Returns:

a boolean

getProbabilityDensity

public double getProbabilityDensity(Matrix yValues)

This method returns the result of the probability density function of the distribution parameter.

Parameters:

yValues - a single double value or a Matrix instance

Returns:

a double