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

Public Member Functions

Real Probability (const Vector &x, const Vector &y) const
 
Real LogProbability (const Vector &x, const Vector &y) const
 
void GetY (const Vector &x, Gaussian< Real > &y) const
 
void GetY (const Vector &x, Vector &ymean, Matrix &ycov) const
 
void GetY (const Vector &xmean, const Matrix &xcov, Vector &ymean, Matrix &ycov) const
 
void GetJoint (const Vector &xmean, const Matrix &xcov, Vector &xymean, Matrix &xycov) const
 
bool OLS (const std::vector< Vector > &x, const std::vector< Vector > &y, int verbose=1)
 
bool WeightedOLS (const std::vector< Vector > &x, const std::vector< Vector > &y, const std::vector< Real > &w, int verbose=1)
 

Public Attributes

Matrix A
 
Gaussian< Real > error
 

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