KrisLibrary  1.0.0
Public Member Functions | Public Attributes | List of all members
Statistics::DistributionCollectorND Class Reference

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 Vectorminimum () const
 
const Vectormaximum () 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
 

Detailed Description

Incrementally collects samples from a multivariate distribution.

Allows calculating the moments 1-2 (mean,variance) and the minimum and maximum values.


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