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From jkbradley <...@git.apache.org>
Subject [GitHub] spark pull request: SPARK-5018 [MLlib] [WIP] Make MultivariateGaus...
Date Wed, 07 Jan 2015 22:48:15 GMT
Github user jkbradley commented on a diff in the pull request:

    https://github.com/apache/spark/pull/3923#discussion_r22623118
  
    --- Diff: mllib/src/main/scala/org/apache/spark/mllib/stat/impl/MultivariateGaussian.scala
---
    @@ -30,22 +31,57 @@ import org.apache.spark.mllib.util.MLUtils
      * @param mu The mean vector of the distribution
      * @param sigma The covariance matrix of the distribution
      */
    -private[mllib] class MultivariateGaussian(
    +class MultivariateGaussian private[mllib] (
         val mu: DBV[Double], 
         val sigma: DBM[Double]) extends Serializable {
     
       /**
    +   * Public constructor
    +   * 
    +   * @param mu The mean vector of the distribution
    +   * @param sigma The covariance matrix of the distribution
    +   */
    +  def this(mu: Vector, sigma: Matrix) = {
    +    this(mu.toBreeze.toDenseVector, sigma.toBreeze.toDenseMatrix)
    +  }
    +  
    +  /**
        * Compute distribution dependent constants:
        *    rootSigmaInv = D^(-1/2) * U, where sigma = U * D * U.t
    -   *    u = (2*pi)^(-k/2) * det(sigma)^(-1/2) 
    +   *    u = log((2*pi)^(-k/2) * det(sigma)^(-1/2)) 
        */
       private val (rootSigmaInv: DBM[Double], u: Double) = calculateCovarianceConstants
       
    +  /** Return the mean vector for this distribution */
    --- End diff --
    
    I'd include "mu" in the doc since it's such a common variable name.


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