FHWS/Indoor
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Merge branch 'master' of https://git.frank-ebner.de/FHWS/Indoor

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FrankE
2017-05-24 09:29:52 +02:00
parent d40032ca74 8e295e25af
commit 1ef3e33f2e
8 changed files with 108 additions and 7 deletions
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4
math/Random.h
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@@ -18,10 +18,10 @@ class RandomGenerator : public std::minstd_rand {
public:
/** ctor with default seed */
RandomGenerator() : std::minstd_rand(RANDOM_SEED) {;}
RandomGenerator() : std::minstd_rand(RANDOM_SEED) {;}
/** ctor with custom seed */
RandomGenerator(result_type seed) : std::minstd_rand(seed) {;}
RandomGenerator(result_type seed) : std::minstd_rand(seed) {;}
};

2
math/distribution/NormalN.h
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@@ -91,7 +91,7 @@ namespace Distribution {
Assert::notEqual(numElements, 0, "data is empty, thats not enough for getting the distribution!");
const Eigen::MatrixXd centered = data.rowwise() - mean.transpose();
const Eigen::MatrixXd cov = (centered.adjoint() * centered) / double(data.rows() - 1);
Eigen::MatrixXd cov = (centered.adjoint() * centered) / double(data.rows() - 1);
return NormalDistributionN(mean, cov);
}

7
math/divergence/JensenShannon.h
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@@ -18,6 +18,13 @@ public:
* @param Q is a vector containg the densities of the same samples set then P
*/
static inline Scalar getGeneralFromSamples(Eigen::VectorXd P, Eigen::VectorXd Q, LOGMODE mode){
// normalize
P /= P.sum();
Q /= Q.sum();
Assert::isNear((double)P.sum(), 1.0, 0.01,"Normalization failed.. this shouldn't happen");
Assert::isNear((double)Q.sum(), 1.0, 0.01, "Normalization failed.. this shouldn't happen");
Eigen::VectorXd M = 0.5 * (P + Q);
return (0.5 * KullbackLeibler<Scalar>::getGeneralFromSamples(P, M, mode)) + (0.5 * KullbackLeibler<Scalar>::getGeneralFromSamples(Q, M, mode));