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public static Prod ( |
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| v | A variable-length parameters list containing v. | |
| 리턴 | double | |
/// <summary>A Vector extension method that products the given v.</summary>
/// <param name="v">The v to act on.</param>
/// <returns>A double.</returns>
public static double Prod(this Vector v)
{
return(Vector.Prod(v));
}
/// <summary>Compute probability according to multivariate Gaussian.</summary>
/// <param name="x">Vector in question.</param>
/// <param name="mu">Mean.</param>
/// <param name="sigma">diag(covariance)</param>
/// <returns>Probability.</returns>
public double Normal(Vector x, Vector mu, Vector sigma)
{
var p = 1 / sqrt(pow(2 * System.Math.PI, mu.Length) * sigma.Prod());
var exp = -0.5d * ((x - mu) * sigma.Each(d => 1 / d, true)).Dot(x - mu);
var e_exp = pow(System.Math.E, exp);
return p * e_exp;
}
