KrisLibrary  1.0.0
OnlineMoments.h
1 #ifndef STATISTICS_ONLINE_MOMENTS_H
2 #define STATISTICS_ONLINE_MOMENTS_H
3 
4 #include "statistics.h"
5 
6 namespace Statistics {
7 
13 {
14  OnlineMoments();
15  void AddPoint(const Vector& x,Real weight=1.0);
16  void Clear();
17 
18  Real sumWeight;
19  Vector xmin,xmax;
20  Vector mean;
21  Matrix cov;
22 };
23 
24 } //namespace Statistics
25 
26 #endif
Contains all definitions in the statistics directory.
Definition: BernoulliDistribution.h:6
Basic statistical utilities.
Online calculation of mean, covariance, min/max of vectors.
Definition: OnlineMoments.h:12