/// <summary>
/// Create a truncated Gaussian from untruncated (mean, variance) and bounds
/// </summary>
/// <param name="mean"></param>
/// <param name="variance"></param>
/// <param name="lowerBound"></param>
/// <param name="upperBound"></param>
public TruncatedGaussian(double mean, double variance, double lowerBound, double upperBound)
{
this.Gaussian = Gaussian.FromMeanAndVariance(mean, variance);
LowerBound = lowerBound;
UpperBound = upperBound;
}
/// <summary>
/// Create a truncated Gaussian equivalent to a Gaussian, i.e. with no truncation.
/// </summary>
/// <param name="gaussian"></param>
public static TruncatedGaussian FromGaussian(Gaussian gaussian)
{
return(new TruncatedGaussian(gaussian));
}
public TruncatedGaussian(Gaussian gaussian, double lowerBound, double upperBound)
{
this.Gaussian = gaussian;
LowerBound = lowerBound;
UpperBound = upperBound;
}
/// <summary>
/// Create a truncated Gaussian equivalent to a Gaussian, i.e. with no truncation.
/// </summary>
/// <param name="that"></param>
public TruncatedGaussian(Gaussian that)
{
this.Gaussian = that;
LowerBound = Double.NegativeInfinity;
UpperBound = Double.PositiveInfinity;
}
/// <summary>
/// Constructs a non-conjugate Gaussian from a Gaussian
/// </summary>
/// <param name="that"></param>
public NonconjugateGaussian(Gaussian that)
: this()
{
SetTo(that);
}
/// <summary>
/// Copy constructor.
/// </summary>
/// <param name="that"></param>
public Gaussian(Gaussian that)
: this()
{
SetTo(that);
}
/// <summary>
/// Sets the mean and variance to match a Gaussian mixture.
/// </summary>
/// <param name="weight1">First weight</param>
/// <param name="g1">First Gaussian</param>
/// <param name="weight2">Second weight</param>
/// <param name="g2">Second Gaussian</param>
public void SetToSum(double weight1, Gaussian g1, double weight2, Gaussian g2)
{
SetTo(WeightedSum <Gaussian>(this, weight1, g1, weight2, g2));
}
/// <summary>
/// Sets this Gaussian instance to have the parameter values of that Gaussian instance
/// </summary>
/// <param name="that">That Gaussian</param>
public void SetTo(Gaussian that)
{
MeanTimesPrecision = that.MeanTimesPrecision;
Precision = that.Precision;
}
