gov.sandia.cognition.statistics.distribution
Class InverseWishartDistribution.PDF

java.lang.Object
  extended by gov.sandia.cognition.util.AbstractCloneableSerializable
      extended by gov.sandia.cognition.statistics.AbstractDistribution<Matrix>
          extended by gov.sandia.cognition.statistics.distribution.InverseWishartDistribution
              extended by gov.sandia.cognition.statistics.distribution.InverseWishartDistribution.PDF
All Implemented Interfaces:
Evaluator<Matrix,Double>, Vectorizable, ClosedFormComputableDistribution<Matrix>, ClosedFormDistribution<Matrix>, ComputableDistribution<Matrix>, Distribution<Matrix>, DistributionWithMean<Matrix>, ProbabilityDensityFunction<Matrix>, ProbabilityFunction<Matrix>, CloneableSerializable, Serializable, Cloneable
Enclosing class:
InverseWishartDistribution

public static class InverseWishartDistribution.PDF
extends InverseWishartDistribution
implements ProbabilityDensityFunction<Matrix>

PDF of the Inverse-Wishart distribution, though I have absolutely no idea why anybody would evaluate the PDF of an Inverse-Wishart...

See Also:
Serialized Form

Nested Class Summary
 
Nested classes/interfaces inherited from class gov.sandia.cognition.statistics.distribution.InverseWishartDistribution
InverseWishartDistribution.MultivariateGammaFunction, InverseWishartDistribution.PDF
 
Field Summary
static double LOG_OF_2
          The natural logarithm of 2.0.
 
Fields inherited from class gov.sandia.cognition.statistics.distribution.InverseWishartDistribution
DEFAULT_DIMENSIONALITY, degreesOfFreedom, inverseScale
 
Constructor Summary
InverseWishartDistribution.PDF()
          Creates a new instance of InverseWishartDistribution
InverseWishartDistribution.PDF(InverseWishartDistribution other)
          Copy constructor.
InverseWishartDistribution.PDF(Matrix inverseScale, int degreesOfFreedom)
          Creates a new instance of InverseWishartDistribution
 
Method Summary
 Double evaluate(Matrix input)
          Evaluates the function on the given input and returns the output.
 InverseWishartDistribution.PDF getProbabilityFunction()
          Gets the distribution function associated with this Distribution, either the PDF or PMF.
 double logEvaluate(Matrix input)
          Evaluate the natural logarithm of the distribution function.
 
Methods inherited from class gov.sandia.cognition.statistics.distribution.InverseWishartDistribution
clone, convertFromVector, convertToVector, getDegreesOfFreedom, getInputDimensionality, getInverseScale, getMean, getScaleSqrt, sample, sample, setDegreesOfFreedom, setInverseScale
 
Methods inherited from class gov.sandia.cognition.statistics.AbstractDistribution
sample
 
Methods inherited from class java.lang.Object
equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 
Methods inherited from interface gov.sandia.cognition.statistics.DistributionWithMean
getMean
 
Methods inherited from interface gov.sandia.cognition.math.matrix.Vectorizable
clone, convertFromVector, convertToVector
 
Methods inherited from interface gov.sandia.cognition.statistics.Distribution
sample, sample
 

Field Detail

LOG_OF_2

public static final double LOG_OF_2
The natural logarithm of 2.0.

Constructor Detail

InverseWishartDistribution.PDF

public InverseWishartDistribution.PDF()
Creates a new instance of InverseWishartDistribution


InverseWishartDistribution.PDF

public InverseWishartDistribution.PDF(Matrix inverseScale,
                                      int degreesOfFreedom)
Creates a new instance of InverseWishartDistribution

Parameters:
inverseScale - Inverse scale matrix, must be symmetric and positive definite.
degreesOfFreedom - Degrees of freedom, must be greater than the inverse scale dimensionality.

InverseWishartDistribution.PDF

public InverseWishartDistribution.PDF(InverseWishartDistribution other)
Copy constructor.

Parameters:
other - InverseWishartDistribution to copy
Method Detail

evaluate

public Double evaluate(Matrix input)
Description copied from interface: Evaluator
Evaluates the function on the given input and returns the output.

Specified by:
evaluate in interface Evaluator<Matrix,Double>
Parameters:
input - The input to evaluate.
Returns:
The output produced by evaluating the input.

logEvaluate

public double logEvaluate(Matrix input)
Description copied from interface: ProbabilityFunction
Evaluate the natural logarithm of the distribution function. This is sometimes more efficient than evaluating the distribution function itself, and when evaluating the product of many independent or exchangeable samples.

Specified by:
logEvaluate in interface ProbabilityFunction<Matrix>
Returns:
Natural logarithm of the distribution function.

getProbabilityFunction

public InverseWishartDistribution.PDF getProbabilityFunction()
Description copied from interface: ComputableDistribution
Gets the distribution function associated with this Distribution, either the PDF or PMF.

Specified by:
getProbabilityFunction in interface ComputableDistribution<Matrix>
Specified by:
getProbabilityFunction in interface ProbabilityDensityFunction<Matrix>
Overrides:
getProbabilityFunction in class InverseWishartDistribution
Returns:
Distribution function associated with this Distribution.