public IGMNData(IGMN owner, Vector mean)
{
this.owner = owner;
this.gauss = new Gaussian(mean, getStarterCovariance());
this.inputGauss = new Gaussian(mean.Part(0, mean.Elements.Length - 1), getInputStarterCovariance());
Age = 1;
Accumlator = 1;
}
public void CovarianceMatrixTest()
{
CovarianceMatrix m = new CovarianceMatrix(new Vector(new double[] { 1, 2, 3, 4, 5, 4, 3, 2, 1 }));
m.AddDiad(new Vector(new double[] { 4, 5, 1, 2, 8, 3, 3, 8, 1 }), 0.25);
m.AddDiad(new Vector(new double[] { 8, 3, 3, 1, 2, 8, 1, 4, 5 }), 0.25);
m.MultiplyScalar(3.73871);
m.Covariance.WriteToFile("m.txt");
m.InverseCovariance.WriteToFile("minv.txt");
Console.Out.WriteLine(m.Determinant);
Gaussian g = new Gaussian(new Vector(9), m);
double likelihood = g.Likelihood(new Vector(new double[] { 1, 10, 0, 0, 0, 0, 0, 0, 10 }));
Console.Out.WriteLine(likelihood);
}