Package gov.sandia.cognition.statistics.distribution

Examples of gov.sandia.cognition.statistics.distribution.MultivariateStudentTDistribution.sample()


      final Matrix postStatePrec = posteriorState.getCovarianceInverse().scale(
          sigma2SS.getShape()/sigma2SS.getScale());
      MultivariateStudentTDistribution postStateMarginal = new MultivariateStudentTDistribution(
          sigma2SS.getShape(),
          posteriorState.getMean(), postStatePrec);
      final Vector postStateSample = postStateMarginal.sample(this.rng);
     
      final Vector psiPriorSmpl = predState.getPsiSample();
      // x_t
      final Vector xHdiff = postStateSample.minus(H.times(psiPriorSmpl));
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        final Matrix postStatePrec = particle.getState().getCovarianceInverse().scale(
            sigma2SS.getShape()/sigma2SS.getScale());
        MultivariateStudentTDistribution postStateMarginal = new MultivariateStudentTDistribution(
            sigma2SS.getShape(),
            particle.getState().getMean(), postStatePrec);
        final Vector stateSample = postStateMarginal.sample(this.getRandom());

        final GaussianArHpWfParticle transStateTmp =
            new GaussianArHpWfParticle(particle.getPrevParticle(),
                particle.getFilter(),
                particle.getObs(),
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