gaussian.py

#!/usr/bin/env python
# -*- coding: utf-8 -*-
# @Date    : 2017-11-10 14:52:46
# @Author  : jingray (lionel_jing@163.com)
# @Link    : http://www.jianshu.com/u/01fb0364467d
# @Version : $Id$

class Gaussian():

    def __init__(self, mean, variance):
        self.mu = mean
        self.sigma2 = variance

    def evaluate(self, x):
        coefficient = 1.0 / sqrt(2.0 * pi *self.sigma2)
        exponential = exp(-0.5 * (x-self.mu) ** 2 / self.sigma2)
        return coefficient * exponential

    def multiply(self, other):
        # calculate new mean
        denominator = self.sigma2 + other.sigma2
        numerator = self.mu * other.sigma2 + other.mu * self.sigma2
        new_mu = numerator / denominator

        # calcuate new variance
        new_var = 1.0 / ( (1.0 / self.sigma2) + (1.0 / other.sigma2) )

        # generate new gaussian
        return Gaussian(new_mu, new_var)

    def add(self, other):
        new_mu = self.mu + other.mu
        new_sigma2 = self.sigma2 + other.sigma2

        return Gaussian(new_mu, new_sigma2)