c

dlm.model

MultivariateGaussianSvd

case class MultivariateGaussianSvd(mu: DenseVector[Double], cov: DenseMatrix[Double])(implicit rand: RandBasis = Rand) extends ContinuousDistr[DenseVector[Double]] with Product with Serializable

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

Instance Constructors

  1. new MultivariateGaussianSvd(mu: DenseVector[Double], cov: DenseMatrix[Double])(implicit rand: RandBasis = Rand)

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: DenseVector[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: (DenseVector[Double]) ⇒ Boolean): Rand[DenseVector[Double]]
    Definition Classes
    Rand
  8. val cov: DenseMatrix[Double]
  9. def draw(): DenseVector[Double]

    Draw from a multivariate gaussian using eigen decomposition which is often more stable than using the cholesky decomposition

    Draw from a multivariate gaussian using eigen decomposition which is often more stable than using the cholesky decomposition

    Definition Classes
    MultivariateGaussianSvd → Rand
  10. def drawOpt(): Option[DenseVector[Double]]
    Definition Classes
    Rand
  11. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  12. def filter(p: (DenseVector[Double]) ⇒ Boolean): Rand[DenseVector[Double]]
    Definition Classes
    Rand
  13. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  14. def flatMap[E](f: (DenseVector[Double]) ⇒ Rand[E]): Rand[E]
    Definition Classes
    Rand
  15. def foreach(f: (DenseVector[Double]) ⇒ Unit): Unit
    Definition Classes
    Rand
  16. def get(): DenseVector[Double]
    Definition Classes
    Rand
  17. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
  18. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  19. def logApply(x: DenseVector[Double]): Double
    Definition Classes
    ContinuousDistr → Density
  20. def logNormalizer: Double
    Definition Classes
    MultivariateGaussianSvd → ContinuousDistr
  21. def logPdf(x: DenseVector[Double]): Double
    Definition Classes
    ContinuousDistr
  22. def map[E](f: (DenseVector[Double]) ⇒ E): Rand[E]
    Definition Classes
    Rand
  23. def mean: DenseVector[Double]
  24. def mode: DenseVector[Double]
  25. val mu: DenseVector[Double]
  26. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  27. lazy val normalizer: Double
    Definition Classes
    ContinuousDistr
  28. final def notify(): Unit
    Definition Classes
    AnyRef
  29. final def notifyAll(): Unit
    Definition Classes
    AnyRef
  30. def pdf(x: DenseVector[Double]): Double
    Definition Classes
    ContinuousDistr
  31. def sample(n: Int): IndexedSeq[DenseVector[Double]]
    Definition Classes
    Rand
  32. def sample(): DenseVector[Double]
    Definition Classes
    Rand
  33. def samples: Iterator[DenseVector[Double]]
    Definition Classes
    Rand
  34. def samplesVector[U >: DenseVector[Double]](size: Int)(implicit m: ClassTag[U]): DenseVector[U]
    Definition Classes
    Rand
  35. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  36. def unnormalizedLogPdf(x: DenseVector[Double]): Double
    Definition Classes
    MultivariateGaussianSvd → ContinuousDistr
  37. def unnormalizedPdf(x: DenseVector[Double]): Double
    Definition Classes
    ContinuousDistr
  38. def variance: DenseMatrix[Double]
  39. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  40. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  41. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  42. def withFilter(p: (DenseVector[Double]) ⇒ Boolean): Rand[DenseVector[Double]]
    Definition Classes
    Rand

Inherited from Product

Inherited from Equals

Inherited from ContinuousDistr[DenseVector[Double]]

Inherited from Rand[DenseVector[Double]]

Inherited from Serializable

Inherited from Serializable

Inherited from Density[DenseVector[Double]]

Inherited from AnyRef

Inherited from Any

Ungrouped