org.apache.spark.mllib.stat.distribution
Class MultivariateGaussian
Object
org.apache.spark.mllib.stat.distribution.MultivariateGaussian
- All Implemented Interfaces:
- java.io.Serializable
public class MultivariateGaussian
- extends Object
- implements scala.Serializable
:: DeveloperApi ::
This class provides basic functionality for a Multivariate Gaussian (Normal) Distribution. In
the event that the covariance matrix is singular, the density will be computed in a
reduced dimensional subspace under which the distribution is supported.
(see http://en.wikipedia.org/wiki/Multivariate_normal_distribution#Degenerate_case
)
param: mu The mean vector of the distribution
param: sigma The covariance matrix of the distribution
- See Also:
- Serialized Form
Method Summary |
double |
logpdf(Vector x)
Returns the log-density of this multivariate Gaussian at given point, x |
Vector |
mu()
|
double |
pdf(Vector x)
Returns density of this multivariate Gaussian at given point, x |
Matrix |
sigma()
|
Methods inherited from class Object |
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
MultivariateGaussian
public MultivariateGaussian(Vector mu,
Matrix sigma)
mu
public Vector mu()
sigma
public Matrix sigma()
pdf
public double pdf(Vector x)
- Returns density of this multivariate Gaussian at given point, x
logpdf
public double logpdf(Vector x)
- Returns the log-density of this multivariate Gaussian at given point, x