mlpack
2.2.5
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The multivariate Laplace distribution centered at 0 has pdf. More...
Public Member Functions | |
LaplaceDistribution () | |
Default constructor, which creates a Laplace distribution with zero dimension and zero scale parameter. More... | |
LaplaceDistribution (const size_t dimensionality, const double scale) | |
Construct the Laplace distribution with the given scale and dimensionality. More... | |
LaplaceDistribution (const arma::vec &mean, const double scale) | |
Construct the Laplace distribution with the given mean and scale parameter. More... | |
size_t | Dimensionality () const |
Return the dimensionality of this distribution. More... | |
void | Estimate (const arma::mat &observations) |
Estimate the Laplace distribution directly from the given observations. More... | |
void | Estimate (const arma::mat &observations, const arma::vec &probabilities) |
Estimate the Laplace distribution from the given observations, taking into account the probability of each observation actually being from this distribution. More... | |
double | LogProbability (const arma::vec &observation) const |
Return the log probability of the given observation. More... | |
const arma::vec & | Mean () const |
Return the mean. More... | |
arma::vec & | Mean () |
Modify the mean. More... | |
double | Probability (const arma::vec &observation) const |
Return the probability of the given observation. More... | |
arma::vec | Random () const |
Return a randomly generated observation according to the probability distribution defined by this object. More... | |
double | Scale () const |
Return the scale parameter. More... | |
double & | Scale () |
Modify the scale parameter. More... | |
template<typename Archive > | |
void | Serialize (Archive &ar, const unsigned int) |
Serialize the distribution. More... | |
The multivariate Laplace distribution centered at 0 has pdf.
given scale parameter and mean
. This implementation assumes a diagonal covariance, but a rewrite to support arbitrary covariances is possible.
See the following paper for more information on the non-diagonal-covariance Laplace distribution and estimation techniques:
Note that because of the diagonal covariance restriction, much of the algebra in the paper above becomes simplified, and the PDF takes roughly the same form as the univariate case.
Definition at line 49 of file laplace_distribution.hpp.
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Default constructor, which creates a Laplace distribution with zero dimension and zero scale parameter.
Definition at line 56 of file laplace_distribution.hpp.
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Construct the Laplace distribution with the given scale and dimensionality.
The mean is initialized to zero.
dimensionality | Dimensionality of distribution. |
scale | Scale of distribution. |
Definition at line 65 of file laplace_distribution.hpp.
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Construct the Laplace distribution with the given mean and scale parameter.
mean | Mean of distribution. |
scale | Scale of distribution. |
Definition at line 74 of file laplace_distribution.hpp.
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Return the dimensionality of this distribution.
Definition at line 78 of file laplace_distribution.hpp.
void Estimate | ( | const arma::mat & | observations | ) |
Estimate the Laplace distribution directly from the given observations.
observations | List of observations. |
void Estimate | ( | const arma::mat & | observations, |
const arma::vec & | probabilities | ||
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Estimate the Laplace distribution from the given observations, taking into account the probability of each observation actually being from this distribution.
double LogProbability | ( | const arma::vec & | observation | ) | const |
Return the log probability of the given observation.
Referenced by LaplaceDistribution::Probability().
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Return the mean.
Definition at line 134 of file laplace_distribution.hpp.
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Modify the mean.
Definition at line 136 of file laplace_distribution.hpp.
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Return the probability of the given observation.
Definition at line 83 of file laplace_distribution.hpp.
References LaplaceDistribution::LogProbability().
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Return a randomly generated observation according to the probability distribution defined by this object.
This is inlined for speed.
Definition at line 99 of file laplace_distribution.hpp.
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Return the scale parameter.
Definition at line 139 of file laplace_distribution.hpp.
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Modify the scale parameter.
Definition at line 141 of file laplace_distribution.hpp.
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Serialize the distribution.
Definition at line 147 of file laplace_distribution.hpp.
References mlpack::data::CreateNVP().