phi.hpp (3)

Namespaces

mlpack

Linear algebra utility functions, generally performed on matrices or vectors. mlpack::gmm

Gaussian Mixture Models.

Functions

double mlpack::gmm::phi (const double x, const double mean, const double var)

Calculates the univariate Gaussian probability density function. double mlpack::gmm::phi (const arma::vec &x, const arma::vec &mean, const arma::mat &cov)

Calculates the multivariate Gaussian probability density function. double mlpack::gmm::phi (const arma::vec &x, const arma::vec &mean, const arma::mat &cov, const std::vector< arma::mat > &d_cov, arma::vec &g_mean, arma::vec &g_cov)

Calculates the multivariate Gaussian probability density function and also the gradients with respect to the mean and the variance. void mlpack::gmm::phi (const arma::mat &x, const arma::vec &mean, const arma::mat &cov, arma::vec &probabilities)

Calculates the multivariate Gaussian probability density function for each data point (column) in the given matrix, with respect to the given mean and variance.

Author:

Parikshit Ram ([email protected])

This file computes the Gaussian probability density function

This file is part of MLPACK 1.0.10.

MLPACK is free software: you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

MLPACK is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details (LICENSE.txt).

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Definition in file phi.hpp.

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