prob_distribution.h File Reference

Definition of various standard probability distributions. More...

#include <boost/version.hpp>
#include <boost/math/distributions.hpp>
#include <boost/math/distributions/inverse_gamma.hpp>
#include <boost/math/distributions/negative_binomial.hpp>
#include <map>
#include <cmath>
#include <vector>
#include "prob_cpp/prob_util.h"
#include "m_cpp/m_vector.h"
#include "m_cpp/m_vector_d.h"
#include "m_cpp/m_matrix.h"
#include "n_cpp/n_cholesky.h"
#include "l_cpp/l_exception.h"
#include "l_cpp/l_std_parallel.h"
#include "g/g_area.h"
#include "g_cpp/g_quaternion.h"

Go to the source code of this file.

Classes
class	kjb::Geometric_distribution
class	kjb::Beta_binomial_distribution
struct	kjb::Distribution_traits< Distribution >
	Generic traits struct for all distributions. More...
class	kjb::Categorical_distribution< T >
	A categorical distribution. More...
struct	kjb::Distribution_traits< Categorical_distribution< T > >
	Traits for the categorical distro. More...
class	kjb::Conditional_distribution< TargetVariable, GivenVariable, DependenceFunc >
	A conditional distribution. More...
class	kjb::MV_gaussian_distribution
	Multivariate Gaussian (normal) distribution. More...
struct	kjb::Distribution_traits< MV_gaussian_distribution >
	Traits for the multivariate normal. Type is kjb::Vector. More...
class	kjb::Log_normal_distribution
	Log-normal distribution. More...
struct	kjb::Distribution_traits< Log_normal_distribution >
class	kjb::Mixture_distribution< Distribution >
	This class implements a mixture distribution. In other words, it is the sum of a finite number of fractions of distributions of the same type (with different parameters). More...
struct	kjb::Distribution_traits< Mixture_distribution< Distribution > >
	Traits for the mixture distro. Type is the type of the mixed distributions. More...
class	kjb::Uniform_sphere_distribution< D >
struct	kjb::Distribution_traits< Uniform_sphere_distribution< D > >
	Traits for the Uniform_sphere_distribution. More...
class	kjb::Von_mises_fisher_distribution< D >
struct	kjb::Distribution_traits< Von_mises_fisher_distribution< D > >
	Traits for the Von-mises-fisher distribution. More...
class	kjb::Chinese_restaurant_process
struct	kjb::Distribution_traits< Chinese_restaurant_process >

Namespaces
	kjb
	Classes and functions for dealing with trajectory files.

Typedefs
typedef boost::math::bernoulli	kjb::Bernoulli_distribution
typedef boost::math::beta_distribution	kjb::Beta_distribution
typedef boost::math::binomial	kjb::Binomial_distribution
typedef boost::math::chi_squared	kjb::Chi_square_distribution
typedef boost::math::exponential	kjb::Exponential_distribution
typedef boost::math::gamma_distribution	kjb::Gamma_distribution
typedef boost::math::normal	kjb::Gaussian_distribution
typedef boost::math::laplace	kjb::Laplace_distribution
typedef boost::math::normal	kjb::Normal_distribution
typedef boost::math::poisson	kjb::Poisson_distribution
typedef boost::math::uniform	kjb::Uniform_distribution
typedef boost::math::inverse_gamma_distribution	kjb::Inverse_gamma_distribution
typedef MV_gaussian_distribution	kjb::MV_normal_distribution
typedef Chinese_restaurant_process	kjb::Crp

Detailed Description

Definition of various standard probability distributions.

Author

Kobus Barnard

Ernesto Brau

When we can, we are using the distributions from boost::math and typedef-ing them to fit our own naming scheme. See boost's documentation for help on how these work.

In the multivariate distribution classes, the random vectors are represented by kjb::Vector's. In the future, we would like to template-out this type and make these distributions over any type that implements the basic vector (of a vector space) functionality.