cmp::distribution::MultivariateMixtureDistribution Class Reference

#include <distribution.h>

Inheritance diagram for cmp::distribution::MultivariateMixtureDistribution:

Collaboration diagram for cmp::distribution::MultivariateMixtureDistribution:

Public Member Functions
	MultivariateMixtureDistribution (const std::vector< std::shared_ptr< MultivariateNormalDistribution > > &components, const std::vector< double > &weights)
Eigen::VectorXd	sample (std::default_random_engine &rng)
double	logPDF (const Eigen::Ref< const Eigen::VectorXd > &x) const
size_t	dimension () const
Public Member Functions inherited from cmp::distribution::MultivariateDistribution< MultivariateMixtureDistribution >
double	logPDF (const Eigen::Ref< const Eigen::VectorXd > &x) const
	Computes the joint log probability density function (log-PDF) of the distribution.
Eigen::VectorXd	sample (std::default_random_engine &rng)
	Draws a single vector sample from the joint distribution.
Eigen::MatrixXd	toCanonical (const Eigen::MatrixXd &x) const
	Transforms physical samples to standard canonical space.
Eigen::MatrixXd	fromCanonical (const Eigen::MatrixXd &x) const
	Transforms standard canonical samples back to physical space.
size_t	dimension () const
	Returns the dimensionality of the multivariate space.

Private Attributes
std::vector< std::shared_ptr< MultivariateNormalDistribution > >	components_
	Gaussian components of the mixture.
std::vector< double >	weights_
	Mixing weights for each component.

Constructor & Destructor Documentation

MultivariateMixtureDistribution()

cmp::distribution::MultivariateMixtureDistribution::MultivariateMixtureDistribution ( const std::vector< std::shared_ptr< MultivariateNormalDistribution > > &  components, const std::vector< double > &  weights  )

inline

Member Function Documentation

dimension()

size_t cmp::distribution::MultivariateMixtureDistribution::dimension ( ) const

inline

logPDF()

double cmp::distribution::MultivariateMixtureDistribution::logPDF ( const Eigen::Ref< const Eigen::VectorXd > &  x ) const

inline

sample()

Eigen::VectorXd cmp::distribution::MultivariateMixtureDistribution::sample ( std::default_random_engine &  rng )

inline

Member Data Documentation

components_

std::vector<std::shared_ptr<MultivariateNormalDistribution> > cmp::distribution::MultivariateMixtureDistribution::components_

private

Gaussian components of the mixture.

weights_

std::vector<double> cmp::distribution::MultivariateMixtureDistribution::weights_

private

Mixing weights for each component.

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

• include/distribution.h