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extern crate ndarray;
extern crate ndarray_linalg;
use ndarray::*;
use crate::array_utils::*;
use ndarray_linalg::*;
use noisy_float::prelude::*;
use crate::linalg_utils::*;
use crate::inverse_schmear::*;
use crate::pseudoinverse::*;
#[derive(Clone)]
pub struct Schmear {
pub mean : Array1<f32>,
pub covariance : Array2<f32>
}
const LN_TWO_PI : f32 = 1.83787706641f32;
impl Schmear {
pub fn from_sample_vectors(vecs : &Vec<Array1<f32>>) -> Schmear {
let d = vecs[0].shape()[0];
let n = vecs.len();
let one_over_n = (1.0f32 / (n as f32));
let one_over_n_minus_one = (1.0f32 / ((n - 1) as f32));
let mut mean = Array::zeros((d,));
for vec in vecs.iter() {
mean += vec;
}
mean *= one_over_n;
let mut covariance = Array::zeros((d, d));
for vec in vecs.iter() {
covariance += &outer(vec.view(), vec.view());
}
covariance *= one_over_n_minus_one;
Schmear {
mean,
covariance
}
}
pub fn from_vector(vec : ArrayView1<R32>) -> Schmear {
let n = vec.len();
let mean = from_noisy(vec);
let covariance : Array2::<f32> = Array::zeros((n, n));
Schmear {
mean : mean,
covariance : covariance
}
}
pub fn inverse(&self) -> InverseSchmear {
let mean = self.mean.clone();
let precision = pseudoinverse_h(&self.covariance);
InverseSchmear {
mean,
precision
}
}
pub fn transform(&self, mat : &Array2<f32>) -> Schmear {
let mean = mat.dot(&self.mean);
let covariance = mat.dot(&self.covariance).dot(&mat.t());
Schmear {
mean,
covariance
}
}
}