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distributions.h File Reference
#include <mrpt/math/math_frwds.h>
#include <mrpt/math/CMatrixTemplateNumeric.h>
#include <mrpt/math/ops_matrices.h>
#include <mrpt/math/ops_vectors.h>
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Namespaces

 mrpt
 This is the global namespace for all Mobile Robot Programming Toolkit (MRPT) libraries.
 
 mrpt::math
 This base provides a set of functions for maths stuff.
 

Functions

double mrpt::math::normalPDF (double x, double mu, double std)
 Evaluates the univariate normal (Gaussian) distribution at a given point "x". More...
 
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...
 
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...
 
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...
 
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...
 
double mrpt::math::normalQuantile (double p)
 Evaluates the Gaussian distribution quantile for the probability value p=[0,1]. More...
 
double mrpt::math::normalCDF (double p)
 Evaluates the Gaussian cumulative density function. More...
 
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...
 
double mrpt::math::noncentralChi2CDF (unsigned int degreesOfFreedom, double noncentrality, double arg)
 
double mrpt::math::chi2CDF (unsigned int degreesOfFreedom, double arg)
 
double mrpt::math::chi2PDF (unsigned int degreesOfFreedom, double arg, double accuracy=1e-7)
 
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...
 
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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