Main Page   Class Hierarchy   Compound List   File List   Compound Members   File Members  

NormalHD Class Reference

A class representing a highdimensional normal distribution. More...

List of all members.

Public Methods

 NormalHD ()
 Constructor of a centered reduced normal in dimension 1.

 NormalHD (uint dim)
 Constructor of a centered reduced normal in dimension dim.

 NormalHD (uint dim, uint dim_red, double a, double b)
 Constructor of a normal, mean=(0...0), Q=(e1,...,e1) in dimension dim, reduced dimension dim_red, eigenvalues a and b.

 NormalHD (uint dim, uint dim_red, double a, double b, vector< double > const &mu, vector< double > const &q)
 Constructor of a normal, mean=mu, Q=q in dimension dim, reduced dimension dim_red, eigenvalues a and b.

 ~NormalHD ()
 Destructor.

void DeleteAll ()
 Free all used memory.

uint Get_D ()
 Get the dimension.

uint Get_Dred ()
 Get the reduced dimension.

void Get_Mu (vector< double > &mu)
 Get the mean.

double Get_A ()
 Get A (high eigenvalue).

double Get_B ()
 Get B (small eigenvalue).

void Get_Q (vector< double > &q)
 Get Q (dimension Dim*Dim_red).

void Get_Qc (vector< double > &qc)
 Get Q completed with zero (dimension Dim*Dim).

void Set_Mu (vector< double > const &m)
 Set the mean.

void Set_A (double a)
 Set A.

void Set_B (double b)
 Set B.

void Set_Q (vector< double > const &q)
 Set Q.

void Compute_Delta (vector< double > Delta)
 Compute Delta=diag(A,...,A,B,...,B).

void Compute_Sigma (vector< double > Sigma)
 Compute Sigma=Q Delta tQ.

void Simulate (vector< double > &X)
 Simulate.

void Proj (vector< double > const &X, vector< double > &pX)
 Get projection of X onto the affine space generated by A and passing throw Mu.

double Density (vector< double > const &X)
 Compute the density.

void Compute_Empirical_Sigma (Spatial_Data *spatd, vector< double > const &freqs, vector< double > &Sigma)
 Compute the empirical covariance from the given data and frequencies.

void Estimate_Mu (Spatial_Data *spatd, vector< double > const &freqs)
 Estimate the mean from the given data and frequencies.

void Estimate_dabQ (Spatial_Data *spatd, vector< double > const &freqs)
 Estimate the reduced dimension, eigenvalues A and B, eigenvectors Q.

void Estimate (Spatial_Data *spatd, vector< double > const &freqs)
 Estimate all parameters from the given data.

uint Degrees_Of_Freedom ()
 Number of free parameters.

void Read_Params (istream &is)
 Read all parameters from a stream.

void Write_Params (ostream &os)
 Write all parameters to a stream.


Detailed Description

Author:
Juliette Blanchet
Date:
Oct. 2005


The documentation for this class was generated from the following files:
Generated on Tue Oct 25 11:45:32 2005 for NEM by doxygen1.2.18