klNormalMultiVariate< TYPE > Class Template Reference

#include <kl_multivariate_random_variable.h>

Collaboration diagram for klNormalMultiVariate< TYPE >:

Public Member Functions
	klNormalMultiVariate (klVector< TYPE > meanVector, klMatrix< TYPE > covarianceMatrix, bool seedFromClock=true, klVector< unsigned int > seedVector=0)
void	setup (bool seedFromClock)
klVector< TYPE >	operator() ()
double	entropy (double dx, unsigned int n)
TYPE	p (TYPE x)
klMatrix< TYPE >	whiteningTransform ()
klMatrix< TYPE >	lociOfContantProbability (double dx)
klMatrix< TYPE >	eigenvectors ()
TYPE	mahalanobisDistance (klVector< TYPE > x)
void	setupSpec ()
template<>
void	setupSpec ()
template<>
void	setupSpec ()

Private Attributes
klVector< TYPE >	_meanVector
klMatrix< TYPE >	_covarianceMatrix
klVector< unsigned int >	_seedVector
klMatrix< TYPE >	_factor
vector< klNormalBoxMullerRV < TYPE > >	_normals

Constructor & Destructor Documentation

template<class TYPE>

klNormalMultiVariate< TYPE >::klNormalMultiVariate ( klVector< TYPE >  meanVector, klMatrix< TYPE >  covarianceMatrix, bool  seedFromClock = true, klVector< unsigned int >  seedVector = 0  )

inline

Member Function Documentation

template<class TYPE>

klMatrix<TYPE> klNormalMultiVariate< TYPE >::eigenvectors ( )

inline

template<class TYPE>

double klNormalMultiVariate< TYPE >::entropy ( double  dx, unsigned int  n  )

inline

template<class TYPE>

klMatrix<TYPE> klNormalMultiVariate< TYPE >::lociOfContantProbability ( double  dx )

inline

template<class TYPE>

TYPE klNormalMultiVariate< TYPE >::mahalanobisDistance ( klVector< TYPE >  x )

inline

template<class TYPE>

klVector<TYPE> klNormalMultiVariate< TYPE >::operator() ( )

inline

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template<class TYPE>

TYPE klNormalMultiVariate< TYPE >::p ( TYPE  x )

inline

template<class TYPE>

void klNormalMultiVariate< TYPE >::setup ( bool  seedFromClock )

inline

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template<>

void klNormalMultiVariate< float >::setupSpec

(

)

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template<>

void klNormalMultiVariate< double >::setupSpec

(

)

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template<class TYPE>

void klNormalMultiVariate< TYPE >::setupSpec

(

)

template<class TYPE>

klMatrix<TYPE> klNormalMultiVariate< TYPE >::whiteningTransform ( )

inline

Field Documentation

template<class TYPE>

klMatrix<TYPE> klNormalMultiVariate< TYPE >::_covarianceMatrix

private

template<class TYPE>

klMatrix<TYPE> klNormalMultiVariate< TYPE >::_factor

private

template<class TYPE>

klVector<TYPE> klNormalMultiVariate< TYPE >::_meanVector

private

template<class TYPE>

vector< klNormalBoxMullerRV<TYPE> > klNormalMultiVariate< TYPE >::_normals

private

template<class TYPE>

klVector<unsigned int> klNormalMultiVariate< TYPE >::_seedVector

private

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The documentation for this class was generated from the following file:

• kl_multivariate_random_variable.h