test_anomaly_detection_gaussian.cpp

 
#include <iostream>
#include <Pds/Ra>
#include <Pds/Ml>
    
int main(void)
{
    unsigned int L=1000;
    Pds::Matrix X;
    Pds::Matrix X1;
    Pds::Vector X2;
 
    Pds::Matrix Mu;
    Pds::Matrix Sigma;
    
    Pds::Vector P;
 
    Pds::DataSet::Regression::LoadDataLine(L,X1,X2); 
    X=Pds::MergeHor({X1,X2});
    
    Pds::Ra::Tic();
    Pds::AnomalyDetection::MGaussianDensityEstimation(X,Mu,Sigma);
    Pds::Ra::Toc();
    
    X.Size().Print("\nX.Size():\n");
    Mu.Print("\nMu:\n");
    Sigma.Print("\nSigma:\n");
    
    std::cout<<std::endl;
    
    P=Pds::AnomalyDetection::MGaussianPDF(Pds::Matrix("0.5 0.5\n-0.5 0.5"),Mu,Sigma);
    P.Print("P([0.5 0.5;-0.5 0.5]):\n");
    
    return 0;
}