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plNormal Class Reference

This class implements Normal distributions on one or multiple dimensional space. More...

#include <plNormal.h>

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List of all members.

Public Member Functions

 plNormal (const plVariablesConjunction &V, const plFloatVector &m, const plFloatMatrix &Sigma)
 Default constructor for multi-dimensional Normal (Gaussian) distribution on variable V with the {dim} dimentional vector {m} as mean vecotor and the {dim x dim} dimensional matrix {Sigma} as variance/covariance matrix.
 plNormal (const plVariablesConjunction &V, plFloat m, plFloat sd)
 Default constructor for one-dimensional Normal (Gaussian) distribution on variable V with mean m (also known as mu) and standard deviation sd (also known as sigma).
virtual ~plNormal ()
 Destroys the kernel.

Detailed Description

This class implements Normal distributions on one or multiple dimensional space.

Definition at line 34 of file plNormal.h.


Constructor & Destructor Documentation

plNormal::plNormal const plVariablesConjunction V,
const plFloatVector m,
const plFloatMatrix Sigma
 

Default constructor for multi-dimensional Normal (Gaussian) distribution on variable V with the {dim} dimentional vector {m} as mean vecotor and the {dim x dim} dimensional matrix {Sigma} as variance/covariance matrix.

{Sigma} must be a symetric positive matrix:

  • Determinant(Sigma) > 0
  • for i=0...dim-1, j=0...dim-1, Sigma[i][j] = Sigma[j][i]

The probability density function is: p(V)= exp (-0.5*(V-m)*Inverse(Sigma)*Traspose(V-m)) / (Det(Sigma)^(1/2) * (2*pi)^(dim/2))

plNormal::plNormal const plVariablesConjunction V,
plFloat  m,
plFloat  sd
 

Default constructor for one-dimensional Normal (Gaussian) distribution on variable V with mean m (also known as mu) and standard deviation sd (also known as sigma).

{sd} must be > 0.
The probability density function is: p(V)= exp (-(V-m)^2 / (2*sd^2)) / (sd * (2*pi)^(1/2))


The documentation for this class was generated from the following file:
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