CovarianceRandomDraw
org.ejml.ops

Class CovarianceRandomDraw



  • public class CovarianceRandomDrawextends Object
    Generates random vectors based on a zero mean multivariate Gaussian distribution. The covariance matrix is provided in the contructor.
    • Constructor Detail

      • CovarianceRandomDraw

        public CovarianceRandomDraw(Random rand,                    DenseMatrix64F cov)
        Creates a random distribution with the specified mean and covariance. The references to the variables are not saved, their value are copied.
        Parameters:
        rand - Used to create the random numbers for the draw. Reference is saved.
        cov - The covariance of the stribution. Not modified.
    • Method Detail

      • next

        public void next(DenseMatrix64F x)
        Makes a draw on the distribution. The results are added to parameter 'x'
      • computeLikelihoodP

        public double computeLikelihoodP()
        Computes the likelihood of the random draw
        Returns:
        The likelihood.

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