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Infer.NET user guide : The Infer.NET Modelling API

Arrays in F#

The module Array2D provides a method for converting a list of lists into a 2-Dimensional .NET array. Array2D.Create2D creates a 2-Dimensional array M from two lists representing vectors V1,V2, where M[i][j] = v1[i],v2[j]. An example of its use is shown in the Mixture of Gaussians tutorial below:

// Data for mixture example

let GenerateData nData =
    let trueM1,trueP1 = Vector[|2.0;3.0|],PositiveDefiniteMatrix(Array2D.create2D [ [3.0;0.2];[0.2;2.0] ])
    let trueM2,trueP2 = Vector[|7.0;5.0|],PositiveDefiniteMatrix(Array2D.create2D [ [2.0;0.4];[0.4;4.0] ])
    let trueVG1 = VectorGaussian.FromMeanAndPrecision(trueM1,trueP1)
    let trueVG2 = VectorGaussian.FromMeanAndPrecision(trueM2,trueP2)
    let truePi = 0.6
    let trueB = new Bernoulli(truePi) 
    Rand.Restart(12347) // Restart the infer.NET random number generator 
    Array.init nData (fun j -> if trueB.Sample()then trueVG1.Sample() else trueVG2.Sample())