Class MultivariateGaussian

• Defined in File multivariate_gaussian.hpp

Class Documentation

class MultivariateGaussian

Generates samples from a multivariate gaussian distribution.

Public Functions

template<typename Derived1, typename Derived2>
MultivariateGaussian(const Eigen::MatrixBase<Derived1> &mean, const Eigen::MatrixBase<Derived2> &covariance)

template<typename Derived>
void sample(Eigen::MatrixBase<Derived> &output, bool use_covariance = true)

generates random values using a normal distribution.

Parameters:

• output – The random values

• use_covariance – True to apply the covariance matrix onto the random values, false otherwise