mlpack::gmm::phi() computes univariate/multivariate Gaussian probability density functions.
probability of a univariate Gaussian.
[sourcecode language="cpp"]
double mlpack::gmm::phi(
const double x, // Observation.
const double mean, // Mean of univariate Gaussian.
const double var // Variance of univariate Gaussian.
) // returns Probability of x being observed from the given univariate Gaussian.
// Example usage
double x, mean, var;
....
double f = phi(x, mean, var);
[/sourcecode]
probability of a multivariate Gaussian.
[sourcecode language="cpp"]
double mlpack::gmm::phi(
const arma::vec & x, // Observation.
const arma::vec & mean, // Mean of multivariate Gaussian.
const arma::mat & cov // Covariance of multivariate Gaussian.
) // returns Probability of x being observed from the given multivariate Gaussian.
// Example usage
arma::vec x, mean;
arma::mat cov;
....
double f = phi(x, mean, cov);
[/sourcecode]
a set of probabilities of a multivariate Gaussian.
[sourcecode language="cpp"]
void mlpack::gmm::phi(
const arma::mat & x, // List of observations.
const arma::vec & mean, // Mean of multivariate Gaussian.
const arma::mat & cov, // Covariance of multivariate Gaussian.
arma::vec & probabilities // Output probabilities for each input observation.
) // Calculates the multivariate Gaussian probability density function for each data point (column) in the given matrix, with respect to the given mean and variance.
[/sourcecode]
probability of a multivariate Gaussian and its gradients
[sourcecode language="cpp"]
double mlpack::gmm::phi(
const arma::vec & x, // Observation.
const arma::vec & mean, // Mean of multivariate Gaussian.
const arma::mat & cov, // Covariance of multivariate Gaussian.
const std::vector< arma::mat > & d_cov, //
arma::vec & g_mean, // gradients w.r.t. the mean
arma::vec & g_cov // gradients w.r.t. the covariance
) // Calculates the multivariate Gaussian probability density function and also the gradients with respect to the mean and the variance.
// Example usage
arma::vec x, mean, g_mean, g_cov;
std::vector<arma::mat> d_cov; // the dSigma
....
double f = phi(x, mean, cov, d_cov, &g_mean, &g_cov);
[/sourcecode]
