CovarianceRandomDraw_DDRM

java.lang.Object

org.ejml.dense.row.CovarianceRandomDraw_DDRM

public class CovarianceRandomDraw_DDRM extends Object

Generates random vectors based on a zero mean multivariate Gaussian distribution. The covariance matrix is provided in the constructor.

Constructor Summary

Constructors

Constructor

Description

CovarianceRandomDraw_DDRM(Random rand, DMatrixRMaj cov)

Creates a random distribution with the specified mean and covariance.
Method Summary

Modifier and Type

Method

Description

double

computeLikelihoodP()

Computes the likelihood of the random draw

void

next(DMatrixRMaj x)

Makes a draw on the distribution.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- CovarianceRandomDraw_DDRM
  
  public CovarianceRandomDraw_DDRM(Random rand, DMatrixRMaj cov)
  
  Creates a random distribution with the specified mean and covariance. The references to the variables are not saved, their value are copied.
  
  Parameters:
  
  rand - Used to create the random numbers for the draw. Reference is saved.
  
  cov - The covariance of the distribution. Not modified.
Method Details
- next
  
  public void next(DMatrixRMaj x)
  
  Makes a draw on the distribution. The results are added to parameter 'x'
- computeLikelihoodP
  
  public double computeLikelihoodP()
  
  Computes the likelihood of the random draw
  
  Returns:
  
  The likelihood.