30 #include <blitz/array.h> 47 NormalPDF(
const blitz::Array<T, 2> &samples);
49 const blitz::Array<T, 2> &information);
66 T operator()(
const NormalPDF<T>& pdf,
const blitz::Array<T, 1>& sample);
71 #endif // NORMALPDF_HH
blitz::Array< T, 1 > mean_
void invertCovariance()
Calculates information_matrix_ don't use information_matrix_ before calling this method.
NormalPDF(const blitz::Array< T, 2 > &samples)
Estimate PDF from given set of samples.
Encapsulates a normal pdf.
blitz::Array< T, 2 > covariance_
blitz::Array< T, 2 > information_matrix_