org.apache.flink.ml.common.statistics.basicstatistic

Class MultivariateGaussian

java.lang.Object

org.apache.flink.ml.common.statistics.basicstatistic.MultivariateGaussian

public class MultivariateGaussian
extends Object

This class provides basic functionality for a Multivariate Gaussian (Normal) Distribution.

Constructor Summary

Constructors

Constructor and Description
MultivariateGaussian(DenseVector mean, DenseMatrix cov) The constructor.

Method Summary

Modifier and Type	Method and Description
double	logpdf(Vector x) Returns the log-density of this multivariate Gaussian at given point x .
double	pdf(Vector x) Returns density of this multivariate Gaussian at given point x .

Methods inherited from class java.lang.Object

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

Constructor Detail

MultivariateGaussian

public MultivariateGaussian(DenseVector mean,
                            DenseMatrix cov)

The constructor.

Parameters:

mean - The mean vector of the distribution.

cov - The covariance matrix of the distribution.

Method Detail

pdf

public double pdf(Vector x)

Returns density of this multivariate Gaussian at given point x .

logpdf

public double logpdf(Vector x)

Returns the log-density of this multivariate Gaussian at given point x .