gaussian

Type Members

1. case class Gaussian(m: Double, v: Double) extends NumericOps[Gaussian] with Product with Serializable

   

   Univariate Gaussian Distribution.

   Univariate Gaussian Distribution.

   m

   Mean

   v

   Variance

2. trait GaussianNumericOps extends AnyRef

   

3. case class LinearGaussian(a: Double, b: Double, v: Double) extends Product with Serializable

   

   Linear Gaussian Model: N(m,v), where, m = ax + b

   Linear Gaussian Model: N(m,v), where, m = ax + b

   a

   Mean component: m = ax + b

   b

   Mean component: m = ax + b

   v

   Variance

4. case class MoG(z: Array[Double], x: Array[Gaussian]) extends Product with Serializable

   

   Mixture of Gaussians.

   Mixture of Gaussians.

   Math details: http://en.wikipedia.org/wiki/Mixture_model http://en.wikipedia.org/wiki/Normal_distribution#Moments http://stats.stackexchange.com/questions/16608/what-is-the-variance-of-the-weighted-mixture-of-two-gaussians

   z

   Mixture component of probabilities (prior)

   x

   Conditional probabilities p(x|k) for all components of z (likelihood)

5. case class MultivariateGaussian(m: Matrix, v: Matrix) extends Product with Serializable

   

   Multivariate Gaussian from the book 'Christopher M.

   Multivariate Gaussian from the book 'Christopher M. Bishop. Pattern Recognition and Machine Learning (Information Science and Statistics), 2009'