Package csb :: Package statistics :: Package pdf :: Class MultivariateGaussian
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Class MultivariateGaussian

source code

     object --+            
              |            
AbstractDensity --+        
                  |        
        BaseDensity --+    
                      |    
                 Normal --+
                          |
                         MultivariateGaussian

Nested Classes

Inherited from AbstractDensity: __metaclass__

Instance Methods
 
__init__(self, mu=array([ 0., 0.]), sigma=array([[ 1., 0...)
x.__init__(...) initializes x; see help(type(x)) for signature
source code
 
conditional(self, x, dims)
Return the distribution along the dimensions dims conditioned on x
source code
array
log_prob(self, x)
Evaluate the logarithm of the probability of observing values x.
source code
 
random(self, size=None)
Generate random samples from the probability distribution.
source code

Inherited from AbstractDensity: __call__, __getitem__, __setitem__, __str__, estimate, evaluate, get_params, set_params

Inherited from object: __delattr__, __format__, __getattribute__, __hash__, __new__, __reduce__, __reduce_ex__, __repr__, __setattr__, __sizeof__, __subclasshook__

Class Variables

Inherited from Normal: __abstractmethods__

Properties

Inherited from Normal: mu, sigma

Inherited from AbstractDensity: estimator, parameters

Inherited from object: __class__

Method Details

__init__(self, mu=array([ 0., 0.]), sigma=array([[ 1., 0...)
(Constructor)

source code 

x.__init__(...) initializes x; see help(type(x)) for signature

Overrides: object.__init__
(inherited documentation)

conditional(self, x, dims)

source code 

Return the distribution along the dimensions dims conditioned on x

Parameters:
  • x - conditional values
  • dims - new dimensions

log_prob(self, x)

source code 

Evaluate the logarithm of the probability of observing values x.

Parameters:
  • x - values
Returns: array
Overrides: AbstractDensity.log_prob
(inherited documentation)

random(self, size=None)

source code 

Generate random samples from the probability distribution.

Parameters:
  • size - number of values to sample
Overrides: AbstractDensity.random
(inherited documentation)