org.ejml.ops
Class CovarianceRandomDraw

java.lang.Object
  org.ejml.ops.CovarianceRandomDraw

public class CovarianceRandomDraw
extends Object

Generates random vectors based on a zero mean multivariate Gaussian distribution. The covariance matrix is provided in the contructor.

Constructor Summary

CovarianceRandomDraw(Random rand, DenseMatrix64F cov)
Creates a random distribution with the specified mean and covariance.

Method Summary

double	computeLikelihoodP() Computes the likelihood of the random draw
void	next(DenseMatrix64F x) Makes a draw on the distribution.

Methods inherited from class java.lang.Object

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

Constructor Detail

CovarianceRandomDraw

public CovarianceRandomDraw(Random rand,
                            DenseMatrix64F cov)

Creates a random distribution with the specified mean and covariance. The references to the variables are not saved, their value are copied.

Parameters:

rand - Used to create the random numbers for the draw. Reference is saved.

cov - The covariance of the stribution. Not modified.

Method Detail

next

public void next(DenseMatrix64F x)

Makes a draw on the distribution. The results are added to parameter 'x'

computeLikelihoodP

public double computeLikelihoodP()

Computes the likelihood of the random draw

Returns:

The likelihood.