HasGP.Support.Random

Description

Gaussian Process Library. This module contains assorted functions that support random number generation and the construction of basic standard training sets.

Note: these are mostly calls to functions now (but not originally) supplied by HMatrix. Originally different random sources were used, hence the current format.

Synopsis

Documentation

uniformMatrix Source

Arguments

:: Int	Seed
-> (Double, Double)	Range for the elements
-> Int	Number of rows
-> Int	Number of columns
-> DMatrix

Make a random matrix. Elements are uniformly distributed between specified bounds. Returns the matrix and a new generator.

normalVectorSimple Source

Arguments

:: Int	Seed
-> Double	Variance
-> Int	Number of elements in the vector.
-> DVector

Produce vectors with normally distributed, independent elements of zero mean and specified variance.

normalList Source

Arguments

:: Int	Seed
-> Double	Variance
-> Int	Number of elements in the list
-> [Double]

Produce lists with normally distributed independent elements of zero mean and specified variance.

normalVector Source

Arguments

:: Int	Seed
-> DVector	Mean vector
-> DMatrix	Covariance matrix
-> DVector

Produce normally distributed vectors with mean and covariance specified.

normalMatrix Source

Arguments

:: Int	Seed
-> Double	Variance
-> Int	Rows
-> Int	Columns
-> DMatrix

Make a matrix with normally distributed, independent elements of zero mean and specified variance.