ConditionalGaussianDistribution.h

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// -*- C++ -*-

// ConditionalGaussianDistribution.h
// 
// Copyright (C) *YEAR* *AUTHOR(S)* 
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// Copyright (C) *YEAR* *AUTHOR(S)* 
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#ifndef ConditionalGaussianDistribution_INC
#define ConditionalGaussianDistribution_INC

#include "ConditionalDistribution.h"

namespace PLearn {
using namespace std;

class ConditionalGaussianDistribution: public ConditionalDistribution
{

public:

  Vec mean;
  Mat covariance;
  
  typedef ConditionalDistribution inherited;

  ConditionalGaussianDistribution();


protected: 

  static void declareOptions(OptionList& ol);

public:
  // simply calls inherited::build() then build_() 
  virtual void build();

  virtual void makeDeepCopyFromShallowCopy(map<const void*, void*>& copies);

  PLEARN_DECLARE_OBJECT(ConditionalGaussianDistribution);


  virtual void train(VMat training_set); 

  virtual double log_density(const Vec& x) const;

  virtual double density(const Vec& x) const;
  
  virtual double survival_fn(const Vec& x) const;

  virtual double cdf(const Vec& x) const;

  virtual Vec expectation() const;

  virtual Mat variance() const;

  virtual void generate(Vec& x) const;

  virtual void setInput(const Vec& input);
  
};

// Declares a few other classes and functions related to this class
  DECLARE_OBJECT_PTR(ConditionalGaussianDistribution);
  
} // end of namespace PLearn

#endif

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