Utility class for generating conditonal gaussian distribution. More...

Inheritance diagram for drwnConditionalGaussian:

Public Member Functions
	drwnConditionalGaussian (const VectorXd &mu, const MatrixXd &Sigma, const MatrixXd &SigmaGain)
	construct a conditional gaussian object with given mean, covariance and gain matrix

	drwnConditionalGaussian (const drwnConditionalGaussian &model)
	copy constructor

const char *	type () const
	returns object type as a string (e.g., Foo::type() { return "Foo"; })

drwnConditionalGaussian *	clone () const
	returns a copy of the class usually implemented as virtual Foo* clone() { return new Foo(*this); }

bool	save (drwnXMLNode &xml) const
	write object to XML node (see also write)

bool	load (drwnXMLNode &xml)
	read object from XML node (see also read)

drwnGaussian	reduce (const VectorXd &x)
	construct a gaussian conditioned on obeserving `x`

drwnGaussian	reduce (const vector< double > &x)
	construct a gaussian conditioned on obeserving `x`

Public Member Functions inherited from drwnWriteable
bool	write (const char *filename) const
	write object to file (calls save)

bool	read (const char *filename)
	read object from file (calls load)

void	dump () const
	print object's current state to standard output (for debugging)

Protected Attributes
int	_n
	dimensionality of unobserved features

int	_m
	dimensionality of observed features (i.e., those conditioned on)

VectorXd	_mu
	n element mean vector $\mu_1 - \Sigma_{12} \Sigma_{22}^{-1} \mu_2$

MatrixXd	_mSigma
	n-by-n element covariance matrix $\Sigma_{11} - \Sigma_{12} \Sigma_{22}^{-1} \Sigma_{21}$

MatrixXd	_mSigmaGain
	m-by-n gain matrix $\Sigma_{12} \Sigma_{22}^{-1}$

Detailed Description

Utility class for generating conditonal gaussian distribution.

The conditional gaussian is given by

${\cal N}(X, Y; \mu, \Sigma \mid Y = y) = {\cal N}(X; \mu_X - \Sigma_{XY} \Sigma_{YY}^{-1} (y - \mu_Y), \Sigma_{XX} - \Sigma_{XY} \Sigma_{YY}^{-1} \Sigma_{YX})$

See Also: drwnGaussian, drwnML Tutorial

The documentation for this class was generated from the following files:

drwnGaussian.h
drwnGaussian.cpp

Public Member Functions

Protected Attributes

Detailed Description