distr_maths.h

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// -*- C++ -*-4 1999/10/29 20:41:34 dugas

// distr_math.h
// Copyright (C) 2002 Pascal Vincent
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are met:
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//  1. Redistributions of source code must retain the above copyright
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//  2. Redistributions in binary form must reproduce the above copyright
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// THIS SOFTWARE IS PROVIDED BY THE AUTHORS ``AS IS'' AND ANY EXPRESS OR
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// This file is part of the PLearn library. For more information on the PLearn
// library, go to the PLearn Web site at www.plearn.org


/* *******************************************************      
   * $Id: distr_maths.h,v 1.3 2004/02/20 21:11:47 chrish42 Exp $
   * This file is part of the PLearn library.
   ******************************************************* */


#ifndef distr_maths_INC
#define distr_maths_INC

#include "TMat.h"

namespace PLearn {
using namespace std;

real logOfNormal(const Vec& x, const Vec& mu, const Mat& C);

real logPFittedGaussian(const Vec& x, const Mat& X, real lambda);

real logOfCompactGaussian(const Vec& x, const Vec& mu, 
                          const Vec& eigenvalues, const Mat& eigenvectors, 
                          real gamma=1e-6, bool add_gamma_to_eigenval=false);


} // end of namespace PLearn

#endif

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