org.apache.ignite.ml.math.stat

Class MultivariateGaussianDistribution

java.lang.Object

org.apache.ignite.ml.math.stat.MultivariateGaussianDistribution

All Implemented Interfaces:

Serializable, Distribution

public class MultivariateGaussianDistribution
extends Object
implements Distribution

Distribution represents multidimentional gaussian distribution.

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
MultivariateGaussianDistribution(Vector mean, Matrix covariance) Constructs an instance of MultivariateGaussianDistribution.

Method Summary

Modifier and Type	Method and Description
Matrix	covariance()
int	dimension()
Vector	mean()
double	prob(Vector x)

Methods inherited from class java.lang.Object

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

Constructor Detail

MultivariateGaussianDistribution

public MultivariateGaussianDistribution(Vector mean,
                                        Matrix covariance)

Constructs an instance of MultivariateGaussianDistribution.

Parameters:

mean - Mean.

covariance - Covariance.

Method Detail

prob

public double prob(Vector x)

Specified by:

prob in interface Distribution

Parameters:

x - Vector.

Returns:

Probability of vector.

dimension

public int dimension()

Specified by:

dimension in interface Distribution

Returns:

Dimension of vector space.

mean

public Vector mean()

Returns:

Mean vector.

covariance

public Matrix covariance()

Returns:

Covariance matrix.