#include <linearanalyticconditionalgaussian.h>
Public Member Functions | |
LinearAnalyticConditionalGaussian (const vector< MatrixWrapper::Matrix > &ratio, const Gaussian &additiveNoise) | |
Constructor. | |
LinearAnalyticConditionalGaussian (const MatrixWrapper::Matrix &a, const Gaussian &additiveNoise) | |
Constructor (overloaded). | |
virtual | ~LinearAnalyticConditionalGaussian () |
Destructor. | |
virtual LinearAnalyticConditionalGaussian * | Clone () const |
Clone function. | |
virtual MatrixWrapper::ColumnVector | ExpectedValueGet () const |
Get the expected value E[x] of the pdf. | |
virtual MatrixWrapper::Matrix | dfGet (unsigned int i) const |
returns derivative from function to n-th conditional variable | |
virtual void | NumConditionalArgumentsSet (unsigned int numconditionalarguments) |
Be careful: you don't want to use this one: Redefined. | |
void | MatrixSet (unsigned int i, const MatrixWrapper::Matrix &m) |
Set the i-th Matrix for calculation of ![]() | |
const MatrixWrapper::Matrix & | MatrixGet (unsigned int i) const |
Get the i-th matrix of the system. | |
virtual MatrixWrapper::SymmetricMatrix | CovarianceGet () const |
Get the Covariance Matrix E[(x - E[x])^2] of the Analytic pdf. | |
const MatrixWrapper::ColumnVector & | AdditiveNoiseMuGet () const |
Get the mean Value of the Additive Gaussian uncertainty. | |
const MatrixWrapper::SymmetricMatrix & | AdditiveNoiseSigmaGet () const |
Get the covariance matrix of the Additive Gaussian uncertainty. | |
void | AdditiveNoiseMuSet (const MatrixWrapper::ColumnVector &mu) |
Set the mean Value of the Additive Gaussian uncertainty. | |
void | AdditiveNoiseSigmaSet (const MatrixWrapper::SymmetricMatrix &sigma) |
Set the covariance of the Additive Gaussian uncertainty. | |
virtual Probability | ProbabilityGet (const MatrixWrapper::ColumnVector &input) const |
Get the probability of a certain argument. | |
virtual bool | SampleFrom (Sample< MatrixWrapper::ColumnVector > &sample, int method=DEFAULT, void *args=NULL) const |
Draw 1 sample from the Pdf:. | |
virtual bool | SampleFrom (std::vector< Sample< MatrixWrapper::ColumnVector > > &samples, const int num_samples, int method=DEFAULT, void *args=NULL) const |
virtual bool | SampleFrom (vector< Sample< MatrixWrapper::ColumnVector > > &list_samples, const unsigned int num_samples, int method=DEFAULT, void *args=NULL) const |
Draw multiple samples from the Pdf (overloaded). | |
unsigned int | NumConditionalArgumentsGet () const |
Get the Number of conditional arguments. | |
const std::vector < MatrixWrapper::ColumnVector > & | ConditionalArgumentsGet () const |
Get the whole list of conditional arguments. | |
void | ConditionalArgumentsSet (std::vector< MatrixWrapper::ColumnVector > ConditionalArguments) |
Set the whole list of conditional arguments. | |
const MatrixWrapper::ColumnVector & | ConditionalArgumentGet (unsigned int n_argument) const |
Get the n-th argument of the list. | |
void | ConditionalArgumentSet (unsigned int n_argument, const MatrixWrapper::ColumnVector &argument) |
Set the n-th argument of the list. | |
unsigned int | DimensionGet () const |
Get the dimension of the argument. | |
virtual void | DimensionSet (unsigned int dim) |
Set the dimension of the argument. | |
Protected Attributes | |
MatrixWrapper::ColumnVector | _additiveNoise_Mu |
additive noise expected value | |
MatrixWrapper::SymmetricMatrix | _additiveNoise_Sigma |
additive noise covariance | |
ColumnVector | _diff |
ColumnVector | _Mu |
Matrix | _Low_triangle |
ColumnVector | _samples |
ColumnVector | _SampleValue |
Definition at line 35 of file linearanalyticconditionalgaussian.h.
LinearAnalyticConditionalGaussian | ( | const vector< MatrixWrapper::Matrix > & | ratio, | |
const Gaussian & | additiveNoise | |||
) |
Constructor.
LinearAnalyticConditionalGaussian | ( | const MatrixWrapper::Matrix & | a, | |
const Gaussian & | additiveNoise | |||
) |
virtual MatrixWrapper::ColumnVector ExpectedValueGet | ( | ) | const [virtual] |
Get the expected value E[x] of the pdf.
Get low order statistic (Expected Value) of this AnalyticPdf
For certain discrete Pdfs, this function has no meaning, what is the average between yes and no?
Reimplemented from Pdf< MatrixWrapper::ColumnVector >.
virtual MatrixWrapper::Matrix dfGet | ( | unsigned int | i | ) | const [virtual] |
returns derivative from function to n-th conditional variable
i | Number of the conditional variable to use for partial derivation |
Reimplemented from AnalyticConditionalGaussian.
virtual void NumConditionalArgumentsSet | ( | unsigned int | numconditionalarguments | ) | [virtual] |
Be careful: you don't want to use this one: Redefined.
Reimplemented from ConditionalPdf< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector >.
void MatrixSet | ( | unsigned int | i, | |
const MatrixWrapper::Matrix & | m | |||
) |
Set the i-th Matrix for calculation of .
Set the i-th Matrix of the calculation in the conditonal gaussian class
i | index determining which conditional Arg. will be multiplied with the given matrix | |
m | Matrix for calculation of ![]() ![]() |
const MatrixWrapper::Matrix& MatrixGet | ( | unsigned int | i | ) | const |
Get the i-th matrix of the system.
i | index determining which conditional Arg. multiplier matrix will returned |
virtual MatrixWrapper::SymmetricMatrix CovarianceGet | ( | ) | const [virtual, inherited] |
Get the Covariance Matrix E[(x - E[x])^2] of the Analytic pdf.
Get first order statistic (Covariance) of this AnalyticPdf
Reimplemented from Pdf< MatrixWrapper::ColumnVector >.
Reimplemented in NonLinearAnalyticConditionalGaussian_Ginac.
const MatrixWrapper::ColumnVector& AdditiveNoiseMuGet | ( | ) | const [inherited] |
const MatrixWrapper::SymmetricMatrix& AdditiveNoiseSigmaGet | ( | ) | const [inherited] |
void AdditiveNoiseMuSet | ( | const MatrixWrapper::ColumnVector & | mu | ) | [inherited] |
void AdditiveNoiseSigmaSet | ( | const MatrixWrapper::SymmetricMatrix & | sigma | ) | [inherited] |
virtual Probability ProbabilityGet | ( | const MatrixWrapper::ColumnVector & | input | ) | const [virtual, inherited] |
Get the probability of a certain argument.
input | T argument of the Pdf |
Reimplemented from Pdf< MatrixWrapper::ColumnVector >.
virtual bool SampleFrom | ( | Sample< MatrixWrapper::ColumnVector > & | one_sample, | |
int | method = DEFAULT , |
|||
void * | args = NULL | |||
) | const [virtual, inherited] |
Draw 1 sample from the Pdf:.
There's no need to create a list for only 1 sample!
one_sample | sample that will contain result of sampling | |
method | Sampling method to be used. Each sampling method is currently represented by a define statement, eg. define BOXMULLER 1 | |
args | Pointer to a struct representing extra sample arguments |
Reimplemented from Pdf< MatrixWrapper::ColumnVector >.
virtual bool SampleFrom | ( | vector< Sample< MatrixWrapper::ColumnVector > > & | list_samples, | |
const unsigned int | num_samples, | |||
int | method = DEFAULT , |
|||
void * | args = NULL | |||
) | const [virtual, inherited] |
Draw multiple samples from the Pdf (overloaded).
list_samples | list of samples that will contain result of sampling | |
num_samples | Number of Samples to be drawn (iid) | |
method | Sampling method to be used. Each sampling method is currently represented by a define statement, eg. define BOXMULLER 1 | |
args | Pointer to a struct representing extra sample arguments. "Sample Arguments" can be anything (the number of steps a gibbs-iterator should take, the interval width in MCMC, ... (or nothing), so it is hard to give a meaning to what exactly Sample Arguments should represent... |
unsigned int NumConditionalArgumentsGet | ( | ) | const [inherited] |
Get the Number of conditional arguments.
const std::vector<MatrixWrapper::ColumnVector >& ConditionalArgumentsGet | ( | ) | const [inherited] |
Get the whole list of conditional arguments.
void ConditionalArgumentsSet | ( | std::vector< MatrixWrapper::ColumnVector > | ConditionalArguments | ) | [inherited] |
Set the whole list of conditional arguments.
ConditionalArguments | an STL-vector of type Tcontaining the condtional arguments |
const MatrixWrapper::ColumnVector & ConditionalArgumentGet | ( | unsigned int | n_argument | ) | const [inherited] |
Get the n-th argument of the list.
void ConditionalArgumentSet | ( | unsigned int | n_argument, | |
const MatrixWrapper::ColumnVector & | argument | |||
) | [inherited] |
Set the n-th argument of the list.
n_argument | which one of the conditional arguments | |
argument | value of the n-th argument |
unsigned int DimensionGet | ( | ) | const [inherited] |
Get the dimension of the argument.
virtual void DimensionSet | ( | unsigned int | dim | ) | [virtual, inherited] |
Set the dimension of the argument.
dim | the dimension |