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)

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
MultivariateGaussian(breeze.linalg.DenseVector<Object> mu, breeze.linalg.DenseMatrix<Object> sigma) private[mllib] constructor
MultivariateGaussian(Vector mu, Matrix sigma)

Method Summary

Methods

Modifier and Type	Method and Description
double	logpdf(Vector x) Returns the log-density of this multivariate Gaussian at given point, x
double	logpdf(breeze.linalg.Vector<Object> 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
double	pdf(breeze.linalg.Vector<Object> 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

Constructor Detail

MultivariateGaussian

public MultivariateGaussian(Vector mu,
                    Matrix sigma)

MultivariateGaussian

public MultivariateGaussian(breeze.linalg.DenseVector<Object> mu,
                    breeze.linalg.DenseMatrix<Object> sigma)

private[mllib] constructor

Parameters:

mu - The mean vector of the distribution

sigma - The covariance matrix of the distribution

Method Detail

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

pdf

public double pdf(breeze.linalg.Vector<Object> x)

Returns density of this multivariate Gaussian at given point, x

logpdf

public double logpdf(breeze.linalg.Vector<Object> x)

Returns the log-density of this multivariate Gaussian at given point, x