IRPact_modellierung.distributions

Class MultivNormalDistribution

java.lang.Object

IRPact_modellierung.distributions.Distribution

IRPact_modellierung.distributions.MultivariateDistribution

IRPact_modellierung.distributions.MultivNormalDistribution

public class MultivNormalDistribution
extends MultivariateDistribution

Class to model a multivariate normal distribution using the multivariate normal distribution in the COLT library. Normal distribution is based on an array of means and a covariance matrix in the specified number of dimensions. Dimensionality errors are reported from the constructor as IllegalArgumentExceptions

Field Summary

Fields inherited from class IRPact_modellierung.distributions.MultivariateDistribution

dimension

Fields inherited from class IRPact_modellierung.distributions.Distribution

name

Constructor Summary

Constructors

Constructor and Description
MultivNormalDistribution(java.lang.String name, double[] means, double[][] covariances) Creates an object representing a multivariate normal distribution based on the means and covariances provided

Method Summary

Modifier and Type	Method and Description
java.util.ArrayList<java.lang.Double>	draw()
org.apache.commons.math3.distribution.MultivariateNormalDistribution	getCorrespondingDistribution()
double[][]	getCovariances()
double[]	getMeans()

Methods inherited from class IRPact_modellierung.distributions.MultivariateDistribution

getDimension, getName

Methods inherited from class IRPact_modellierung.distributions.Distribution

toString

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

MultivNormalDistribution

public MultivNormalDistribution(java.lang.String name,
                                double[] means,
                                double[][] covariances)
                         throws java.lang.IllegalArgumentException

Creates an object representing a multivariate normal distribution based on the means and covariances provided

Parameters:

name - name of the distribution to create (will be prefixed by MultivariateNormalDistribution_)

means - double array describing the vector of the means of the normal distributions

covariances - 2D double matrix describing the covariances of between the dimensions

Throws:

java.lang.IllegalArgumentException - will be thrown when the dimensionality of the means or covariance dont match

Method Detail

draw

public java.util.ArrayList<java.lang.Double> draw()

Specified by:

draw in class MultivariateDistribution

getCorrespondingDistribution

public org.apache.commons.math3.distribution.MultivariateNormalDistribution getCorrespondingDistribution()

getMeans

public double[] getMeans()

getCovariances

public double[][] getCovariances()