FuncProbability.hpp

/*
 * FuncProbability.hpp
 * 
 * Copyright 2018 Fernando Pujaico Rivera <fernando.pujaico.rivera@gmail.com>
 * 
 * This program 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 2 of the License, or
 * (at your option) any later version.
 * 
 * This program 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 this program; if not, write to the Free Software
 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston,
 * MA 02110-1301, USA.
 * 
 */
 
#ifndef __PDS_FUNCPROBABILITY_HPP__
#define __PDS_FUNCPROBABILITY_HPP__
    
 
#include <Pds/Ra>
#include <Pds/DataGMM>
 
namespace Pds{
 
namespace Probability{
 
 
    Pds::Vector MGaussian(  const Pds::Matrix &X,
                            const Pds::Vector &Mu,
                            const double &Sigma);
 
    Pds::Vector MGaussian(  const Pds::Matrix &X,
                            const Pds::Vector &Mu,
                            const Pds::Matrix &Sinv);
    
    Pds::Vector MGaussian(  const Pds::Matrix &X,
                            const Pds::Vector &Mu,
                            const Pds::Matrix &Sinv,
                            double det);
 
    Pds::Vector GMMDensity( const Pds::Matrix &X,
                            const std::vector<double> &Pi,
                            const std::vector<Pds::Vector> &Mu,
                            const std::vector<Pds::Matrix> &Sinv);
 
    Pds::Vector GMMDensity( const Pds::Matrix &X,
                            const std::vector<double> &Pi,
                            const std::vector<Pds::Vector> &Mu,
                            const std::vector<Pds::Matrix> &Sinv,
                            const std::vector<double> &Det);
 
 
 
    Pds::Vector GMMDensity( const Pds::Matrix &X,
                            const Pds::DataGMM &Dat);
                            
                            
    Pds::Matrix GMMPartial(   const Pds::Matrix &X,
                              const std::vector<double> &Pi,
                              const std::vector<Pds::Vector> &Mu,
                              const std::vector<Pds::Matrix> &Sinv);
                                                
    Pds::Matrix GMMPartial(   const Pds::Matrix &X,
                              const std::vector<double> &Pi,
                              const std::vector<Pds::Vector> &Mu,
                              const std::vector<Pds::Matrix> &Sinv,
                              const std::vector<double> &Det);
 
    Pds::Matrix GMMPartial( const Pds::Matrix &X,
                            const Pds::DataGMM &Dat);
    Pds::Vector PWCDensity(   const Pds::Matrix &X,
                              const Pds::Matrix &C,
                              const Pds::Matrix &Sinv,
                              double h=0.1);
    
    Pds::Vector PWCDensity(   const Pds::Matrix &X,
                              const Pds::Matrix &C,
                              const Pds::Matrix &Sinv,
                              double h,
                              double det);
} // namespace Probability
 
} // namespace Pds
 
 
#endif /* __PDS_FUNCANOMALYDETECTION_HPP__ */