example_anomaly_detection_gaussian.cpp

 
#include <iostream>
#include <Pds/Ra>
#include <Pds/Ml>
    
int main(void)
{
    unsigned int L=10000;
    Pds::Matrix X;
    Pds::Matrix Mu;
    Pds::Matrix Sigma;
    Pds::Vector P;
    
    X=Pds::MergeHor({2+0.5*Pds::RandN(L,1),3+0.5*Pds::RandN(L,1)});
    
    Pds::AnomalyDetection::MGaussianDensityEstimation(X,Mu,Sigma);
    
    X.Size().Print("X.Size():\n");
    Mu.Print("\nMu:\n");
    Sigma.Print("\nSigma:\n");
    
    X=Pds::Matrix("2 3\n-2 4\n-1 4");
    X.Print("\nX:\n");
    
    P=Pds::AnomalyDetection::MGaussianPDF(X,Mu,Sigma);
    P.Print("\nP(X):\n");
    
    return 0;
}