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. |