baaraan::mvnorm_distribution¶

Module: Multivariate Random Distributions

Multivariate Normal Random Distribution. More...

#include <mvnorm_distribution.h>

Public Classes¶

	Name
class	param_type Multivariate Normal Distribution Parameter Type.

Public Types¶

	Name
typedef arma::Mat< RealType >	matrix_type
typedef arma::Col< RealType >	vector_type

Public Functions¶

	Name
	mvnorm_distribution(const param_type & p) Construct an instance of the multivariate normal random distribution by accepting an instance of mvnorm_distribution::param_type struct.
	mvnorm_distribution(vector_type means, matrix_type sigma) Constructs an instance of the multivariate normal random distribution by accepting a vector of means, and a covariance matrix.
void	reset()
template <class URNG > vector_type	operator()(URNG & g)
template <class URNG > vector_type	operator()(URNG & g, const param_type & p)
template <class URNG > matrix_type	operator()(URNG & g, size_t n)
template <class URNG > matrix_type	operator()(URNG & g, const param_type & p, size_t n)
vector_type	means() const
matrix_type	sigma() const
param_type	param() const
void	param(const param_type & p)
vector_type	min() const
vector_type	max() const
template <class URNG > mvnorm_distribution< RealType >::vector_type	operator()(URNG & g, const mvnorm_distribution< RealType >::param_type & p)
template <class URNG > mvnorm_distribution< RealType >::matrix_type	operator()(URNG & g, const mvnorm_distribution< RealType >::param_type & p, size_t n)

Friends¶

	Name
bool	operator==(const mvnorm_distribution & x, const mvnorm_distribution & y)
bool	operator!=(const mvnorm_distribution & x, const mvnorm_distribution & y)
std::basic_ostream< charT, traits > &	operator<<(std::basic_ostream< charT, traits > & os, const mvnorm_distribution & means)
std::basic_istream< charT, traits > &	operator>>(std::basic_istream< charT, traits > & is, mvnorm_distribution & means)

Detailed Description¶

template <class RealType  =double>
class baaraan::mvnorm_distribution;

Multivariate Normal Random Distribution.

Template Parameters:

RealType Indicates the type of return values

Implementation of multivariate normal random distribution

Public Types Documentation¶

typedef matrix_type¶

typedef arma::Mat<RealType> baaraan::mvnorm_distribution< RealType >::matrix_type;

typedef vector_type¶

typedef arma::Col<RealType> baaraan::mvnorm_distribution< RealType >::vector_type;

Public Functions Documentation¶

function mvnorm_distribution¶

inline explicit mvnorm_distribution(
    const param_type & p
)

Construct an instance of the multivariate normal random distribution by accepting an instance of mvnorm_distribution::param_type struct.

Parameters:

p

function mvnorm_distribution¶

inline explicit mvnorm_distribution(
    vector_type means,
    matrix_type sigma
)

Constructs an instance of the multivariate normal random distribution by accepting a vector of means, and a covariance matrix.

Parameters:

means The mean vector.
sigma The covariance matrix.

function reset¶

inline void reset()

function operator()¶

template <class URNG >
inline vector_type operator()(
    URNG & g
)

function operator()¶

template <class URNG >
vector_type operator()(
    URNG & g,
    const param_type & p
)

function operator()¶

template <class URNG >
inline matrix_type operator()(
    URNG & g,
    size_t n
)

function operator()¶

template <class URNG >
matrix_type operator()(
    URNG & g,
    const param_type & p,
    size_t n
)

function means¶

inline vector_type means() const

function sigma¶

inline matrix_type sigma() const

function param¶

inline param_type param() const

function param¶

inline void param(
    const param_type & p
)

function min¶

inline vector_type min() const

function max¶

inline vector_type max() const

function operator()¶

template <class URNG >
mvnorm_distribution< RealType >::vector_type operator()(
    URNG & g,
    const mvnorm_distribution< RealType >::param_type & p
)

function operator()¶

template <class URNG >
mvnorm_distribution< RealType >::matrix_type operator()(
    URNG & g,
    const mvnorm_distribution< RealType >::param_type & p,
    size_t n
)

Friends¶

friend operator==¶

friend bool operator==(
    const mvnorm_distribution & x,

    const mvnorm_distribution & y
);

friend operator!=¶

friend bool operator!=(
    const mvnorm_distribution & x,

    const mvnorm_distribution & y
);

friend operator<<¶

friend std::basic_ostream< charT, traits > & operator<<(
    std::basic_ostream< charT, traits > & os,

    const mvnorm_distribution & means
);

friend operator>>¶

friend std::basic_istream< charT, traits > & operator>>(
    std::basic_istream< charT, traits > & is,

    mvnorm_distribution & means
);

Updated on 2 June 2021 at 11:24:45 CEST