mv_pdf.c File Reference

Definitions for multivariate probability density functions. More...

#include <jwsc/config.h>
#include <stdlib.h>
#include <stdio.h>
#include <assert.h>
#include <math.h>
#include <inttypes.h>
#include "jwsc/base/error.h"
#include "jwsc/math/constants.h"
#include "jwsc/math/lapack.h"
#include "jwsc/vector/vector.h"
#include "jwsc/vector/vector_math.h"
#include "jwsc/matrix/matrix.h"
#include "jwsc/matrix/matrix_math.h"
#include "jwsc/prob/pdf.h"
#include "jwsc/prob/mv_pdf.h"

Include dependency graph for mv_pdf.c:

Go to the source code of this file.

Functions
sample_standard_mv_gaussian_pdf
Draws a random sample from the standard multivariate Gaussian pdf.
void	sample_standard_mv_gaussian_pdf_f (Vector_f **x_out, uint32_t D)
	Draws a single precision random sample from the standard multivariate Gaussian pdf.
void	sample_standard_mv_gaussian_pdf_d (Vector_d **x_out, uint32_t D)
	Draws a double precision random sample from the standard multivariate Gaussian pdf.
set_sample_standard_mv_gaussian_pdf
Draws a set of random samples from the standard multivariate Gaussian pdf.
void	set_sample_standard_mv_gaussian_pdf_f (Matrix_f **x_out, uint32_t N, uint32_t D)
	Draws a set of single precision random samples from the standard multivariate Gaussian pdf.
void	set_sample_standard_mv_gaussian_pdf_d (Matrix_d **x_out, uint32_t N, uint32_t D)
	Draws a set of double precision random samples from the standard multivariate Gaussian pdf.

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Detailed Description

Definitions for multivariate probability density functions.

Author:

Joseph Schlecht

License:

Creative Commons BY-NC-SA 3.0

Definition in file mv_pdf.c.

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Function Documentation

void sample_standard_mv_gaussian_pdf_f	(	Vector_f **	x_out,
		uint32_t	D
	)

Draws a single precision random sample from the standard multivariate Gaussian pdf.

Parameters:

x_out	Result parameter. Contains the D-dimensional sample.
D	Dimension of the variate to sample.

Returns:

A D-dimensional random sample from the standard multivariate Gaussian density.

Note:

Does not seed the rand() function. If this is desired, srand() must be called prior to calling this function.

Definition at line 602 of file mv_pdf.c.

void sample_standard_mv_gaussian_pdf_d	(	Vector_d **	x_out,
		uint32_t	D
	)

Draws a double precision random sample from the standard multivariate Gaussian pdf.

Parameters:

x_out	Result parameter. Contains the D-dimensional sample.
D	Dimension of the variate to sample.

Returns:

A D-dimensional random sample from the standard multivariate Gaussian density.

Note:

Does not seed the rand() function. If this is desired, srand() must be called prior to calling this function.

Definition at line 646 of file mv_pdf.c.

void set_sample_standard_mv_gaussian_pdf_f	(	Matrix_f **	x_out,
		uint32_t	N,
		uint32_t	D
	)

Draws a set of single precision random samples from the standard multivariate Gaussian pdf.

Parameters:

x_out	Result parameter. Contains the set of D-dimensional samples.
N	Number of samples in the set.
D	Dimension of the variate to sample.

Returns:

A set of D-dimensional random samples from the standard multivariate Gaussian density.

Note:

Does not seed the rand() function. If this is desired, srand() must be called prior to calling this function.

Definition at line 701 of file mv_pdf.c.

void set_sample_standard_mv_gaussian_pdf_d	(	Matrix_d **	x_out,
		uint32_t	N,
		uint32_t	D
	)

Draws a set of double precision random samples from the standard multivariate Gaussian pdf.

Parameters:

x_out	Result parameter. Contains the set of D-dimensional samples.
N	Number of samples in the set.
D	Dimension of the variate to sample.

Returns:

A set of D-dimensional random samples from the standard multivariate Gaussian density.

Note:

Does not seed the rand() function. If this is desired, srand() must be called prior to calling this function.

Definition at line 750 of file mv_pdf.c.