nk 1.0.0
C++ Numerical Computing Runtime
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mvdist.hpp
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1
3// toolboxes/stats/include/nk/stats/mvdist/mvdist.hpp
4//
5// Multivariate distribution PDFs / PMFs.
6
7#pragma once
8
9#include <memory_resource>
10#include <nk/value/value.hpp>
11
12namespace nk::stats {
13
16
17
29Value mvnpdf(const Value &X, const Value &mu, const Value &Sigma,
30 std::pmr::memory_resource *mr = nullptr);
31
43Value mvtpdf(const Value &X, const Value &C, double df,
44 std::pmr::memory_resource *mr = nullptr);
45
54Value mnpdf(const Value &X, const Value &P,
55 std::pmr::memory_resource *mr = nullptr);
56
57
59} // namespace nk::stats
nk::Value
Core MATLAB-compatible multidimensional array and scalar value type.
Definition value.hpp:61
nk::stats::mnpdf
Value mnpdf(const Value &X, const Value &P, std::pmr::memory_resource *mr=nullptr)
Multinomial pmf (y = mnpdf(X, P)).
nk::stats::mvtpdf
Value mvtpdf(const Value &X, const Value &C, double df, std::pmr::memory_resource *mr=nullptr)
Multivariate Student-t pdf (y = mvtpdf(X, C, df)).
nk::stats::mvnpdf
Value mvnpdf(const Value &X, const Value &mu, const Value &Sigma, std::pmr::memory_resource *mr=nullptr)
Multivariate normal pdf (y = mvnpdf(X, mu, Sigma)).