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statistics
OnlineMoments.h
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#ifndef STATISTICS_ONLINE_MOMENTS_H
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#define STATISTICS_ONLINE_MOMENTS_H
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#include "
statistics.h
"
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namespace
Statistics
{
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struct
OnlineMoments
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{
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OnlineMoments
();
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void
AddPoint(
const
Vector
& x,Real weight=1.0);
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void
Clear();
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Real sumWeight;
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Vector
xmin,xmax;
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Vector
mean;
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Matrix
cov;
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};
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}
//namespace Statistics
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#endif
Statistics
Contains all definitions in the statistics directory.
Definition:
BernoulliDistribution.h:6
statistics.h
Basic statistical utilities.
Statistics::OnlineMoments
Online calculation of mean, covariance, min/max of vectors.
Definition:
OnlineMoments.h:12
Math::MatrixTemplate< Real >
Math::VectorTemplate< Real >
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