gov.sandia.cognition.statistics.distribution
Class MultivariateGaussian.IncrementalEstimatorCovarianceInverse

java.lang.Object
  extended by gov.sandia.cognition.util.AbstractCloneableSerializable
      extended by gov.sandia.cognition.learning.algorithm.AbstractBatchAndIncrementalLearner<DataType,SufficientStatisticsType>
          extended by gov.sandia.cognition.statistics.AbstractIncrementalEstimator<Vector,MultivariateGaussian,MultivariateGaussian.SufficientStatisticCovarianceInverse>
              extended by gov.sandia.cognition.statistics.distribution.MultivariateGaussian.IncrementalEstimatorCovarianceInverse
All Implemented Interfaces:
BatchAndIncrementalLearner<Vector,MultivariateGaussian.SufficientStatisticCovarianceInverse>, BatchLearner<Collection<? extends Vector>,MultivariateGaussian.SufficientStatisticCovarianceInverse>, IncrementalLearner<Vector,MultivariateGaussian.SufficientStatisticCovarianceInverse>, IncrementalEstimator<Vector,MultivariateGaussian,MultivariateGaussian.SufficientStatisticCovarianceInverse>, CloneableSerializable, Serializable, Cloneable
Enclosing class:
MultivariateGaussian

public static class MultivariateGaussian.IncrementalEstimatorCovarianceInverse
extends AbstractIncrementalEstimator<Vector,MultivariateGaussian,MultivariateGaussian.SufficientStatisticCovarianceInverse>

The estimator that creates a MultivariateGaussian from a stream of values by estimating the mean and covariance inverse (as opposed to the covariance directly), without ever performing a matrix inversion. This is useful when you're interested in the covariance inverse (precision) instead of the covariance itself.

See Also:
Serialized Form

Field Summary
static double DEFAULT_COVARIANCE_INVERSE
          Default covariance Inverse, 99999.99999999999.
 
Constructor Summary
MultivariateGaussian.IncrementalEstimatorCovarianceInverse()
          Default constructor
MultivariateGaussian.IncrementalEstimatorCovarianceInverse(double defaultCovarianceInverse)
          Creates a new instance of IncrementalEstimatorCovarianceInverse
 
Method Summary
 MultivariateGaussian.SufficientStatisticCovarianceInverse createInitialLearnedObject()
          Creates a new initial learned object, before any data is given.
 double getDefaultCovarianceInverse()
          Getter for defaultCovarianceInverse
 void setDefaultCovarianceInverse(double defaultCovarianceInverse)
          Setter for defaultCovarianceInverse
 
Methods inherited from class gov.sandia.cognition.statistics.AbstractIncrementalEstimator
clone, update
 
Methods inherited from class gov.sandia.cognition.learning.algorithm.AbstractBatchAndIncrementalLearner
learn, learn, update
 
Methods inherited from class java.lang.Object
equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 
Methods inherited from interface gov.sandia.cognition.learning.algorithm.BatchAndIncrementalLearner
learn
 
Methods inherited from interface gov.sandia.cognition.learning.algorithm.BatchLearner
learn
 
Methods inherited from interface gov.sandia.cognition.learning.algorithm.IncrementalLearner
update
 

Field Detail

DEFAULT_COVARIANCE_INVERSE

public static final double DEFAULT_COVARIANCE_INVERSE
Default covariance Inverse, 99999.99999999999.

See Also:
Constant Field Values
Constructor Detail

MultivariateGaussian.IncrementalEstimatorCovarianceInverse

public MultivariateGaussian.IncrementalEstimatorCovarianceInverse()
Default constructor


MultivariateGaussian.IncrementalEstimatorCovarianceInverse

public MultivariateGaussian.IncrementalEstimatorCovarianceInverse(double defaultCovarianceInverse)
Creates a new instance of IncrementalEstimatorCovarianceInverse

Parameters:
defaultCovarianceInverse - Default covariance Inverse of the distribution
Method Detail

getDefaultCovarianceInverse

public double getDefaultCovarianceInverse()
Getter for defaultCovarianceInverse

Returns:
Default covariance Inverse of the distribution

setDefaultCovarianceInverse

public void setDefaultCovarianceInverse(double defaultCovarianceInverse)
Setter for defaultCovarianceInverse

Parameters:
defaultCovarianceInverse - Default covariance Inverse of the distribution

createInitialLearnedObject

public MultivariateGaussian.SufficientStatisticCovarianceInverse createInitialLearnedObject()
Description copied from interface: IncrementalLearner
Creates a new initial learned object, before any data is given.

Returns:
The initial learned object.