Multivariate Gaussian density functions

Functions
double	MVnorm::density (const gsl_vector *theta, const SigmaI &SigI)
	Multivariate Gaussian density. More...
double	MVnorm::density (const gsl_vector *theta, const SigmaI &SigI) const
	Multivariate Gaussian density. More...
double	MVnorm::density (const MVnorm *theta, const SigmaI &SigI)
	Multivariate Gaussian density. More...
double	MVnorm::density (const MVnorm *theta, const SigmaI &SigI) const
	Multivariate Gaussian density. More...

Detailed Description

These functions calculate multivariate Gaussian density given the mean and inverse-covariance provided and the vector of values stored in the class as data.

Function Documentation

density() [1/4]

double MVnorm::density	(	const gsl_vector *	theta,
		const SigmaI &	SigI
	)

Multivariate Gaussian density.

Parameters

[in]	gsl_vector*	vector of means
[in]	SigmaI&	inverse-covariance matrix

Returns

density value of type double.

density() [2/4]

double MVnorm::density	(	const gsl_vector *	theta,
		const SigmaI &	SigI
	)		const

Multivariate Gaussian density.

Note

A const version of the above function.

Parameters

[in]	gsl_vector*	vector of means
[in]	SigmaI&	inverse-covariance matrix

Returns

density value of type double.

density() [3/4]

double MVnorm::density	(	const MVnorm *	theta,
		const SigmaI &	SigI
	)

Multivariate Gaussian density.

Parameters

[in]	MVnorm*	vector of means
[in]	SigmaI&	inverse-covariance matrix

Returns

density value of type double

density() [4/4]

double MVnorm::density	(	const MVnorm *	theta,
		const SigmaI &	SigI
	)		const

Multivariate Gaussian density.

Note

A const version of the above function.

Parameters

[in]	MVnorm*	vector of means
[in]	SigmaI&	inverse-covariance matrix

Returns

density value of type double.