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java.lang.Objectjml.random.MultivariateGaussianDistribution
public class MultivariateGaussianDistribution
A Java implementation for the multivariate Gaussian distribution given mean and covariance.
Constructor Summary | |
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MultivariateGaussianDistribution()
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Method Summary | |
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static void |
main(java.lang.String[] args)
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static org.apache.commons.math.linear.RealMatrix |
mvnrnd(double[] MU,
double[][] SIGMA,
int cases)
Generate random samples chosen from the multivariate Gaussian distribution with mean MU and covariance SIGMA. |
static org.apache.commons.math.linear.RealMatrix |
mvnrnd(double[] MU,
double[] SIGMA,
int cases)
Generate random samples chosen from the multivariate Gaussian distribution with mean MU and a diagonal covariance SIGMA. |
static org.apache.commons.math.linear.RealMatrix |
mvnrnd(org.apache.commons.math.linear.RealMatrix MU,
org.apache.commons.math.linear.RealMatrix SIGMA,
int cases)
Generate random samples chosen from the multivariate Gaussian distribution with mean MU and covariance SIGMA. |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public MultivariateGaussianDistribution()
Method Detail |
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public static void main(java.lang.String[] args)
args
- public static org.apache.commons.math.linear.RealMatrix mvnrnd(org.apache.commons.math.linear.RealMatrix MU, org.apache.commons.math.linear.RealMatrix SIGMA, int cases)
MU
- 1 x d mean vectorSIGMA
- covariance matrixcases
- number of d dimensional random samples
public static org.apache.commons.math.linear.RealMatrix mvnrnd(double[] MU, double[][] SIGMA, int cases)
MU
- a 1D double
array holding the mean vectorSIGMA
- a 2D double
array holding the covariance matrixcases
- number of d dimensional random samples
public static org.apache.commons.math.linear.RealMatrix mvnrnd(double[] MU, double[] SIGMA, int cases)
MU
- a 1D double
array holding the mean vectorSIGMA
- a 1D double
array holding the diagonal elements
of the covariance matrixcases
- number of d dimensional random samples
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