NAME
mv_ind_gaussian_rand - Samples an element-wise independent gaussian random vector
SYNOPSIS
#include "sample/sample_gauss.h"
Example compile flags (system dependent):
-DLINUX_X86_64 -DLINUX_X86_64_OPTERON -DGNU_COMPILER
-I/home/kobus/include
-L/home/kobus/misc/load/linux_x86_64_opteron -L/usr/lib/x86_64-linux-gnu
-lKJB -lfftw3 -lgsl -lgslcblas -ljpeg -lSVM -lstdc++ -lpthread -lSLATEC -lg2c -lacml -lacml_mv -lblas -lg2c -lncursesw
int mv_ind_gaussian_rand
(
Vector **sample,
const Vector *mean,
const Vector *vars
);
DESCRIPTION
This routine generates a normally-distributed vector of length len with mean
mean and covariance matrix diag[vars]. In other words, the elements of the
sample are indepenent of each other. This routine uses kjb_rand().
The first argument is the adress of the target vector. If the target vector
itself is NULL, then a vector of the appropriate size is created. If the
target vector is the wrong size, it is resized. Finally, if it is the right
size, then the storage is recycled, as is.
RETURNS
Returns ERROR on failure, setting the the errors string accordingly, and
NO_ERROR otherwise.
RELATED
gauss_rand
DISCLAIMER
This software is not adequatedly tested. It is recomended that
results are checked independantly where appropriate.
AUTHOR
Ernesto Brau
DOCUMENTER
Ernesto Brau
SEE ALSO
get_general_sv_gauss_random_matrix
,
get_gauss_random_matrix
,
get_gauss_random_matrix_2
,
get_gauss_random_vector
,
get_gauss_random_vector_2
,
get_lookup_gauss_random_vector
,
gauss_rand
,
gauss_rand_2
,
lookup_gauss_rand
,
gaussian_rand
,
mv_std_gaussian_rand
,
mv_gaussian_rand
,
gaussian_pdf
,
mv_std_gaussian_pdf
,
mv_ind_gaussian_pdf
,
mv_gaussian_pdf
,
gaussian_log_pdf
,
mv_std_gaussian_log_pdf
,
mv_ind_gaussian_log_pdf
,
mv_gaussian_log_pdf
,
get_general_gauss_random_vector
,
get_density_gaussian
,
get_log_density_gaussian
,
log_gaussian_pdf
,
gaussian_rand_with_limits