KrisLibrary
1.0.0
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Incrementally collects samples from a multivariate distribution. More...
#include <DistributionCollector.h>
Public Member Functions | |
void | operator<< (const Vector &x) |
void | collect (const Vector &x) |
void | weightedCollect (const Vector &x, Real weight) |
void | collect (Real x1) |
void | collect (Real x1, Real x2) |
void | collect (Real x1, Real x2, Real x3) |
void | collect (Real x1, Real x2, Real x3, Real x4) |
Real | number () const |
const Vector & | minimum () const |
const Vector & | maximum () const |
void | getMean (Vector &mean) const |
void | getVariance (Vector &var) const |
void | getCovariance (Matrix &covar) const |
void | getStddev (Vector &stddev) const |
void | clear () |
Public Attributes | |
Real | n |
Vector | xmin |
Vector | xmax |
Vector | sum |
Matrix | sumouterproduct |
Incrementally collects samples from a multivariate distribution.
Allows calculating the moments 1-2 (mean,variance) and the minimum and maximum values.