distributions.h File Reference

#include <mrpt/utils/utils_defs.h>
#include <mrpt/math/CMatrixTemplateNumeric.h>
#include <mrpt/math/CVectorTemplate.h>

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Namespaces
namespace	mrpt
	This is the global namespace for all Mobile Robot Porgramming Toolkit (MRPT) libraries.
namespace	mrpt::math
	This base provides a set of functions for maths stuff.
Functions
Statistics functions
double MRPTDLLIMPEXP	mrpt::math::normalPDF (double x, double mu, double std)
	Evaluates the univariate normal (Gaussian) distribution at a given point "x".
template<typename T >
T	mrpt::math::normalPDF (const CMatrixTemplateNumeric< T > &x, const CMatrixTemplateNumeric< T > &mu, const CMatrixTemplateNumeric< T > &cov)
	Evaluates the multivariate normal (Gaussian) distribution at a given point "x" ("x" and "mu" can be 1xN or Nx1 matrixes).
template<typename T , size_t N>
T	mrpt::math::normalPDF (const CMatrixFixedNumeric< T, N, 1 > &x, const CMatrixFixedNumeric< T, N, 1 > &mu, const CMatrixFixedNumeric< T, N, N > &cov)
	Evaluates the multivariate normal (Gaussian) distribution at a given point "x" ("x" and "mu" can be 1xN or Nx1 matrixes).
double MRPTDLLIMPEXP	mrpt::math::erfc (double x)
	The complementary error function of a Normal distribution.
double MRPTDLLIMPEXP	mrpt::math::erf (double x)
	The error function of a Normal distribution.
double MRPTDLLIMPEXP	mrpt::math::normalQuantile (double p)
	Evaluates the Gaussian distribution quantile for the probability value p=[0,1].
double MRPTDLLIMPEXP	mrpt::math::normalCDF (double p)
	Evaluates the Gaussian cumulative density function.
double MRPTDLLIMPEXP	mrpt::math::chi2inv (double P, unsigned int dim=1)
	The "quantile" of the Chi-Square distribution, for dimension "dim" and probability 0<P<1 An aproximation from the Wilson-Hilferty transformation is used.