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| double | mrpt::math::normalPDF (double x, double mu, double std) |
| | Evaluates the univariate normal (Gaussian) distribution at a given point "x". More...
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| template<class VECTORLIKE1 , class VECTORLIKE2 , class MATRIXLIKE > |
| MATRIXLIKE::Scalar | mrpt::math::normalPDFInf (const VECTORLIKE1 &x, const VECTORLIKE2 &mu, const MATRIXLIKE &cov_inv, const bool scaled_pdf=false) |
| | Evaluates the multivariate normal (Gaussian) distribution at a given point "x". More...
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| template<class VECTORLIKE1 , class VECTORLIKE2 , class MATRIXLIKE > |
| MATRIXLIKE::Scalar | mrpt::math::normalPDF (const VECTORLIKE1 &x, const VECTORLIKE2 &mu, const MATRIXLIKE &cov, const bool scaled_pdf=false) |
| | Evaluates the multivariate normal (Gaussian) distribution at a given point "x". More...
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| template<typename VECTORLIKE , typename MATRIXLIKE > |
| MATRIXLIKE::Scalar | mrpt::math::normalPDF (const VECTORLIKE &d, const MATRIXLIKE &cov) |
| | Evaluates the multivariate normal (Gaussian) distribution at a given point given its distance vector "d" from the Gaussian mean. More...
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| template<typename VECTORLIKE1 , typename MATRIXLIKE1 , typename VECTORLIKE2 , typename MATRIXLIKE2 > |
| double | mrpt::math::KLD_Gaussians (const VECTORLIKE1 &mu0, const MATRIXLIKE1 &cov0, const VECTORLIKE2 &mu1, const MATRIXLIKE2 &cov1) |
| | Kullback-Leibler divergence (KLD) between two independent multivariate Gaussians. More...
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| double | mrpt::math::normalQuantile (double p) |
| | Evaluates the Gaussian distribution quantile for the probability value p=[0,1]. More...
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| double | mrpt::math::normalCDF (double p) |
| | Evaluates the Gaussian cumulative density function. More...
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| double | mrpt::math::chi2inv (double P, unsigned int dim=1) |
| | The "quantile" of the Chi-Square distribution, for dimension "dim" and probability 0<P<1 (the inverse of chi2CDF) An aproximation from the Wilson-Hilferty transformation is used. More...
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| double | mrpt::math::noncentralChi2CDF (unsigned int degreesOfFreedom, double noncentrality, double arg) |
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| double | mrpt::math::chi2CDF (unsigned int degreesOfFreedom, double arg) |
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| double | mrpt::math::chi2PDF (unsigned int degreesOfFreedom, double arg, double accuracy=1e-7) |
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| std::pair< double, double > | mrpt::math::noncentralChi2PDF_CDF (unsigned int degreesOfFreedom, double noncentrality, double arg, double eps=1e-7) |
| | Returns the 'exact' PDF (first) and CDF (second) of a Non-central chi-squared probability distribution, using an iterative method. More...
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| template<typename CONTAINER > |
| void | mrpt::math::confidenceIntervals (const CONTAINER &data, typename mrpt::math::ContainerType< CONTAINER >::element_t &out_mean, typename mrpt::math::ContainerType< CONTAINER >::element_t &out_lower_conf_interval, typename mrpt::math::ContainerType< CONTAINER >::element_t &out_upper_conf_interval, const double confidenceInterval=0.1, const size_t histogramNumBins=1000) |
| | Return the mean and the 10%-90% confidence points (or with any other confidence value) of a set of samples by building the cummulative CDF of all the elements of the container. More...
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