ProbabilityDistribution.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
 */

#ifndef PROBABILITYDISTRIBUTION_H
#define PROBABILITYDISTRIBUTION_H

#include <shogun/lib/config.h>

#include <shogun/base/SGObject.h>
#include <shogun/lib/SGMatrix.h>

namespace shogun
{

template <class T> class SGVector;

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

    CProbabilityDistribution(int32_t dimension);

    virtual ~CProbabilityDistribution();

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

    virtual SGVector<float64_t> sample() const;

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

    virtual float64_t log_pdf(SGVector<float64_t> sample_vec) const;

    virtual const char* get_name() const=0;

private:

    void init();

protected:
    int32_t m_dimension;
};

}

#endif // PROBABILITYDISTRIBUTION_H