c

dlm.model

MatrixNormal

case class MatrixNormal(mu: DenseMatrix[Double], u: DenseMatrix[Double], v: DenseMatrix[Double])(implicit rand: RandBasis = Rand) extends ContinuousDistr[DenseMatrix[Double]] with Product with Serializable

A Normal distribution over matrices

mu

the location of the distribution

u

the variance of the rows

v

the variance of the columns

Linear Supertypes
Product, Equals, ContinuousDistr[DenseMatrix[Double]], Rand[DenseMatrix[Double]], Serializable, Serializable, Density[DenseMatrix[Double]], AnyRef, Any
Ordering
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  2. By Inheritance
Inherited
  1. MatrixNormal
  2. Product
  3. Equals
  4. ContinuousDistr
  5. Rand
  6. Serializable
  7. Serializable
  8. Density
  9. AnyRef
  10. Any
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Visibility
  1. Public
  2. All

Instance Constructors

  1. new MatrixNormal(mu: DenseMatrix[Double], u: DenseMatrix[Double], v: DenseMatrix[Double])(implicit rand: RandBasis = Rand)

    mu

    the location of the distribution

    u

    the variance of the rows

    v

    the variance of the columns

Value Members

  1. final def !=(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  2. final def ##(): Int
    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  4. def apply(x: DenseMatrix[Double]): Double
    Definition Classes
    ContinuousDistr → Density
  5. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  6. def clone(): AnyRef
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  7. def condition(p: (DenseMatrix[Double]) ⇒ Boolean): Rand[DenseMatrix[Double]]
    Definition Classes
    Rand
  8. def draw(): DenseMatrix[Double]

    Draw from a matrix normal distribution using the cholesky decomposition of the row and column covariance matrices

    Draw from a matrix normal distribution using the cholesky decomposition of the row and column covariance matrices

    Definition Classes
    MatrixNormal → Rand
  9. def drawOpt(): Option[DenseMatrix[Double]]
    Definition Classes
    Rand
  10. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  11. def filter(p: (DenseMatrix[Double]) ⇒ Boolean): Rand[DenseMatrix[Double]]
    Definition Classes
    Rand
  12. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  13. def flatMap[E](f: (DenseMatrix[Double]) ⇒ Rand[E]): Rand[E]
    Definition Classes
    Rand
  14. def foreach(f: (DenseMatrix[Double]) ⇒ Unit): Unit
    Definition Classes
    Rand
  15. def get(): DenseMatrix[Double]
    Definition Classes
    Rand
  16. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
  17. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  18. def logApply(x: DenseMatrix[Double]): Double
    Definition Classes
    ContinuousDistr → Density
  19. def logNormalizer: Double
    Definition Classes
    MatrixNormal → ContinuousDistr
  20. def logPdf(x: DenseMatrix[Double]): Double
    Definition Classes
    ContinuousDistr
  21. def map[E](f: (DenseMatrix[Double]) ⇒ E): Rand[E]
    Definition Classes
    Rand
  22. val mu: DenseMatrix[Double]
  23. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  24. lazy val normalizer: Double
    Definition Classes
    ContinuousDistr
  25. final def notify(): Unit
    Definition Classes
    AnyRef
  26. final def notifyAll(): Unit
    Definition Classes
    AnyRef
  27. def pdf(x: DenseMatrix[Double]): Double
    Definition Classes
    ContinuousDistr
  28. def sample(n: Int): IndexedSeq[DenseMatrix[Double]]
    Definition Classes
    Rand
  29. def sample(): DenseMatrix[Double]
    Definition Classes
    Rand
  30. def samples: Iterator[DenseMatrix[Double]]
    Definition Classes
    Rand
  31. def samplesVector[U >: DenseMatrix[Double]](size: Int)(implicit m: ClassTag[U]): DenseVector[U]
    Definition Classes
    Rand
  32. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  33. val u: DenseMatrix[Double]
  34. def unnormalizedLogPdf(x: DenseMatrix[Double]): Nothing
    Definition Classes
    MatrixNormal → ContinuousDistr
  35. def unnormalizedPdf(x: DenseMatrix[Double]): Double
    Definition Classes
    ContinuousDistr
  36. val v: DenseMatrix[Double]
  37. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  38. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  39. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  40. def withFilter(p: (DenseMatrix[Double]) ⇒ Boolean): Rand[DenseMatrix[Double]]
    Definition Classes
    Rand

Inherited from Product

Inherited from Equals

Inherited from ContinuousDistr[DenseMatrix[Double]]

Inherited from Rand[DenseMatrix[Double]]

Inherited from Serializable

Inherited from Serializable

Inherited from Density[DenseMatrix[Double]]

Inherited from AnyRef

Inherited from Any

Ungrouped