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pf_pdf.h Go to the documentation of this file. /************************************************************************** * Desc: Useful pdf functions * Author: Andrew Howard * Date: 10 Dec 2002 * CVS: $Id: pf_pdf.h,v 1.3 2003/08/09 21:35:36 inspectorg Exp $ *************************************************************************/ #ifndef PF_PDF_H #define PF_PDF_H #include "pf_vector.h" #include <gsl/gsl_rng.h> #include <gsl/gsl_randist.h> #ifdef __cplusplus extern "C" { #endif /************************************************************************** * Gaussian *************************************************************************/ // Gaussian PDF info typedef struct { // Mean, covariance and inverse covariance pf_vector_t x; pf_matrix_t cx; pf_matrix_t cxi; double cxdet; // Decomposed covariance matrix (rotation * diagonal) pf_matrix_t cr; pf_vector_t cd; // A random number generator gsl_rng *rng; } pf_pdf_gaussian_t; // Create a gaussian pdf pf_pdf_gaussian_t *pf_pdf_gaussian_alloc(pf_vector_t x, pf_matrix_t cx); // Destroy the pdf void pf_pdf_gaussian_free(pf_pdf_gaussian_t *pdf); // Compute the value of the pdf at some point [z]. double pf_pdf_gaussian_value(pf_pdf_gaussian_t *pdf, pf_vector_t z); // Generate a sample from the the pdf. pf_vector_t pf_pdf_gaussian_sample(pf_pdf_gaussian_t *pdf); /************************************************************************** * Discrete *************************************************************************/ // Discrete PDF info typedef struct { // The list of discrete probs int prob_count; double *probs; // A random number generator gsl_rng *rng; // The discrete prob generator gsl_ran_discrete_t *ran; } pf_pdf_discrete_t; // Create a discrete pdf pf_pdf_discrete_t *pf_pdf_discrete_alloc(int count, double *probs); // Destroy the pdf void pf_pdf_discrete_free(pf_pdf_discrete_t *pdf); // Compute the value of the probability of some element [i] double pf_pdf_discrete_value(pf_pdf_discrete_t *pdf, int i); // Generate a sample from the the pdf. int pf_pdf_discrete_sample(pf_pdf_discrete_t *pdf); #ifdef __cplusplus } #endif #endif