Gaussian.h

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// ----------------------------------------------------------------------------
//
// $Id$
//
// Copyright 2008, 2009, 2010, 2011, 2012  Antonio Franchi and Paolo Stegagno    
//
// This file is part of MIP.
//
// MIP is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
//
// MIP is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with MIP. If not, see <http://www.gnu.org/licenses/>.
//
// Contact info: antonio.franchi@tuebingen.mpg.de stegagno@diag.uniroma1.it
//
// ----------------------------------------------------------------------------


#ifndef __GAUSSIAN_H
#define __GAUSSIAN_H

#include "PDF.h"

using namespace MipBaselib;
using namespace arma;

namespace MipBaselib{
 
 /* @{ */
 
 class Gaussian:public PDF{
  protected:
   
   DCol _mean;
   DMat _cov;
   DMat _covInv;
   bool _covInvComputed;
   
   void _computeCovInv();
   
  public:
   
   Gaussian();
   
   Gaussian(DCol m, DMat &c);
   
   Gaussian(const Gaussian &g);
   
   int dim();
   
   void operator=(const Gaussian &g);
   
   DCol expectedValue();
   
   DCol expectedValue(const int n);
   
   Decimal covariance(int row, int col);
   
   DMat& covariance();
   
   DMat covariance(const int n) const;
   
   Decimal evaluate(DCol p);
   
   Gaussian marginalize(int n);
   
   void printCovInv();
   
   virtual string print();
 };
 
 /* @} */
}


#endif