GaussianDistribution.h

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/*
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 *
 * Written (W) 2013 Heiko Strathmann
 */
#ifdef HAVE_EIGEN3

#ifndef GAUSSIANDISTRIBUTION_H
#define GAUSSIANDISTRIBUTION_H

#include <shogun/distributions/classical/ProbabilityDistribution.h>
#include <shogun/lib/SGVector.h>

namespace shogun
{


class CGaussianDistribution: public CProbabilityDistribution
{
public:
    CGaussianDistribution();

    CGaussianDistribution(SGVector<float64_t> mean, SGMatrix<float64_t> cov,
            bool cov_is_factor=false);

    virtual ~CGaussianDistribution();

    virtual SGMatrix<float64_t> sample(int32_t num_samples,
            SGMatrix<float64_t> pre_samples=SGMatrix<float64_t>()) const;

    virtual SGVector<float64_t> log_pdf_multiple(SGMatrix<float64_t> samples) const;

    virtual const char* get_name() const
    {
        return "GaussianDistribution";
    }

private:

    void init();

protected:
    SGVector<float64_t> m_mean;

    SGMatrix<float64_t> m_L;
};

}

#endif // GAUSSIANDISTRIBUTION_H
#endif // HAVE_EIGEN3