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GaussianDistribution.h
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1 /*
2  * Copyright (c) The Shogun Machine Learning Toolbox
3  * Written (w) 2014 Wu Lin
4  * Written (W) 2013 Heiko Strathmann
5  * All rights reserved.
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8  * modification, are permitted provided that the following conditions are met:
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32 #ifdef HAVE_EIGEN3
33 
34 #ifndef GAUSSIANDISTRIBUTION_H
35 #define GAUSSIANDISTRIBUTION_H
36 
37 #include <shogun/lib/config.h>
39 #include <shogun/lib/SGVector.h>
41 
42 namespace shogun
43 {
44 
45 
60 {
61 public:
64 
75  bool cov_is_factor=false);
76 
78  virtual ~CGaussianDistribution();
79 
88  virtual SGMatrix<float64_t> sample(int32_t num_samples,
89  SGMatrix<float64_t> pre_samples=SGMatrix<float64_t>()) const;
90 
108 
110  virtual const char* get_name() const
111  {
112  return "GaussianDistribution";
113  }
114 
115 
123  static float64_t univariate_log_pdf(float64_t sample, float64_t mu = 0.0, float64_t sigma2 = 1.0)
124  {
125  REQUIRE(sigma2 > 0, "Variance should be positive\n");
126  return -0.5 * (CMath::pow(sample - mu, 2) / sigma2
127  + CMath::log(2.0 * CMath::PI) + CMath::log(sigma2));
128  }
129 private:
130 
132  void init();
133 
134 protected:
137 
141 };
142 
143 }
144 
145 #endif // GAUSSIANDISTRIBUTION_H
146 #endif // HAVE_EIGEN3

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