Stan Math Library  2.15.0
reverse mode automatic differentiation
Public Member Functions | Protected Attributes | List of all members
stan::math::welford_covar_estimator Class Reference

#include <welford_covar_estimator.hpp>

Public Member Functions

 welford_covar_estimator (int n)
 
void restart ()
 
void add_sample (const Eigen::VectorXd &q)
 
int num_samples ()
 
void sample_mean (Eigen::VectorXd &mean)
 
void sample_covariance (Eigen::MatrixXd &covar)
 

Protected Attributes

double num_samples_
 
Eigen::VectorXd m_
 
Eigen::MatrixXd m2_
 

Detailed Description

Definition at line 10 of file welford_covar_estimator.hpp.

Constructor & Destructor Documentation

§ welford_covar_estimator()

stan::math::welford_covar_estimator::welford_covar_estimator ( int  n)
inlineexplicit

Definition at line 12 of file welford_covar_estimator.hpp.

Member Function Documentation

§ add_sample()

void stan::math::welford_covar_estimator::add_sample ( const Eigen::VectorXd &  q)
inline

Definition at line 24 of file welford_covar_estimator.hpp.

§ num_samples()

int stan::math::welford_covar_estimator::num_samples ( )
inline

Definition at line 32 of file welford_covar_estimator.hpp.

§ restart()

void stan::math::welford_covar_estimator::restart ( )
inline

Definition at line 18 of file welford_covar_estimator.hpp.

§ sample_covariance()

void stan::math::welford_covar_estimator::sample_covariance ( Eigen::MatrixXd &  covar)
inline

Definition at line 36 of file welford_covar_estimator.hpp.

§ sample_mean()

void stan::math::welford_covar_estimator::sample_mean ( Eigen::VectorXd &  mean)
inline

Definition at line 34 of file welford_covar_estimator.hpp.

Member Data Documentation

§ m2_

Eigen::MatrixXd stan::math::welford_covar_estimator::m2_
protected

Definition at line 44 of file welford_covar_estimator.hpp.

§ m_

Eigen::VectorXd stan::math::welford_covar_estimator::m_
protected

Definition at line 43 of file welford_covar_estimator.hpp.

§ num_samples_

double stan::math::welford_covar_estimator::num_samples_
protected

Definition at line 42 of file welford_covar_estimator.hpp.


The documentation for this class was generated from the following file:

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