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HighDim_Normal Class Reference

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

Inheritance diagram for HighDim_Normal:

Distribution List of all members.

Public Member Functions

 HighDim_Normal ()
 Constructor of a centered reduced normal in dimension 1.
 HighDim_Normal (uint dim)
 Constructor of a centered reduced normal in dimension dim.
 HighDim_Normal (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.
 HighDim_Normal (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.
 ~HighDim_Normal ()
 Destructor.
void DeleteAll ()
 Free all used memory.
void Info ()
 info
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 LogDensity (vector< double > const &X)
 Compute the log 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:
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