Multivariate normal distribution. More...

#include <multivariate_normal_distribution.hpp>

Public Types
using	covariance_type = typename multivariate_distribution_traits< T >::covariance_type
	The covariance matrix from T. More...

using	param_type = MultivariateNormalDistributionParam< vector_type, covariance_type >
	The type of the parameter set. More...

using	result_type = typename multivariate_distribution_traits< T >::result_type
	The result type from T. More...

using	scalar_type = typename multivariate_distribution_traits< T >::scalar_type
	The scalar type. More...

using	vector_type = typename multivariate_distribution_traits< T >::vector_type
	The Eigen vector type corresponding to T. More...

Public Member Functions
	MultivariateNormalDistribution ()=default
	Construct with zero mean and circularly symmetric unitary covariance. More...

template<class U >
	MultivariateNormalDistribution (const MultivariateNormalDistribution< U > &other)
	Copy construct from another compatible distribution. More...

	MultivariateNormalDistribution (const param_type &params)
	Construct from distribution parameters. More...

	MultivariateNormalDistribution (covariance_type covariance)
	Construct with zero mean and the given covariance. More...

template<class U >
	MultivariateNormalDistribution (MultivariateNormalDistribution< U > &&other) noexcept
	Move construct from another compatible distribution. More...

	MultivariateNormalDistribution (result_type mean, covariance_type covariance)
	Construct with the given mean and covariance. More...

bool	operator!= (const MultivariateNormalDistribution< T > &other) const
	Compares this object with other distribution object. More...

template<class Generator >
result_type	operator() (Generator &generator)
	Generates the next random object in the distribution. More...

template<class Generator >
result_type	operator() (Generator &generator, const param_type &params)
	Generates the next random object in the distribution. More...

template<class U >
MultivariateNormalDistribution &	operator= (const MultivariateNormalDistribution< U > &other)
	Copy assign from another compatible distribution. More...

template<class U >
MultivariateNormalDistribution &	operator= (MultivariateNormalDistribution< U > &&other)
	Move assign from another compatible distribution. More...

bool	operator== (const MultivariateNormalDistribution< T > &other) const
	Compares this object with other distribution object. More...

const param_type &	param () const
	Returns the associated parameter set. More...

void	param (const param_type &params)
	Sets the associated parameter set to params. More...

void	reset ()
	Resets the internal state of the distribution. More...

Private Attributes
std::normal_distribution< scalar_type >	distribution_

param_type	params_

Friends
template<class U >
class	MultivariateNormalDistribution

Detailed Description

template<class T>
class beluga::MultivariateNormalDistribution< T >

Multivariate normal distribution.

MultivariateNormalDistribution<T> is an implementation of Beluga named requirements: RandomStateDistribution that represents a multi-dimensional normal distribution of real-valued random variables.

Template Parameters

T	The result type for the distribution.

Definition at line 137 of file multivariate_normal_distribution.hpp.

Member Typedef Documentation

◆ covariance_type

template<class T >

using beluga::MultivariateNormalDistribution< T >::covariance_type = typename multivariate_distribution_traits<T>::covariance_type

The covariance matrix from T.

Definition at line 149 of file multivariate_normal_distribution.hpp.

◆ param_type

template<class T >

using beluga::MultivariateNormalDistribution< T >::param_type = MultivariateNormalDistributionParam<vector_type, covariance_type>

The type of the parameter set.

Definition at line 155 of file multivariate_normal_distribution.hpp.

◆ result_type

template<class T >

using beluga::MultivariateNormalDistribution< T >::result_type = typename multivariate_distribution_traits<T>::result_type

The result type from T.

Definition at line 152 of file multivariate_normal_distribution.hpp.

◆ scalar_type

template<class T >

using beluga::MultivariateNormalDistribution< T >::scalar_type = typename multivariate_distribution_traits<T>::scalar_type

The scalar type.

Definition at line 143 of file multivariate_normal_distribution.hpp.

◆ vector_type

template<class T >

using beluga::MultivariateNormalDistribution< T >::vector_type = typename multivariate_distribution_traits<T>::vector_type

The Eigen vector type corresponding to T.

Definition at line 146 of file multivariate_normal_distribution.hpp.

Constructor & Destructor Documentation

◆ MultivariateNormalDistribution() [1/6]

template<class T >

beluga::MultivariateNormalDistribution< T >::MultivariateNormalDistribution ( )

default

Construct with zero mean and circularly symmetric unitary covariance.

◆ MultivariateNormalDistribution() [2/6]

template<class T >

beluga::MultivariateNormalDistribution< T >::MultivariateNormalDistribution ( const param_type & params )

inlineexplicit

Construct from distribution parameters.

Parameters

params The distribution parameter set.

Definition at line 164 of file multivariate_normal_distribution.hpp.

◆ MultivariateNormalDistribution() [3/6]

template<class T >

beluga::MultivariateNormalDistribution< T >::MultivariateNormalDistribution ( covariance_type covariance )

inlineexplicit

Construct with zero mean and the given covariance.

Parameters

covariance Real symmetric matrix that represents the covariance of the random variable.

Exceptions

std::runtime_error If the provided covariance is invalid.

Definition at line 172 of file multivariate_normal_distribution.hpp.

◆ MultivariateNormalDistribution() [4/6]

template<class T >

beluga::MultivariateNormalDistribution< T >::MultivariateNormalDistribution	(	result_type	mean,
		covariance_type	covariance
	)

inline

Construct with the given mean and covariance.

Parameters

mean	An object that represents the mean value of the random variable.
covariance	Real symmetric matrix that represents the covariance of the random variable.

Exceptions

std::runtime_error If the provided covariance is invalid.

Definition at line 181 of file multivariate_normal_distribution.hpp.

◆ MultivariateNormalDistribution() [5/6]

template<class T >

template<class U >

beluga::MultivariateNormalDistribution< T >::MultivariateNormalDistribution ( const MultivariateNormalDistribution< U > & other )

inline

Copy construct from another compatible distribution.

Template Parameters

U	The result type for the other distribution.

Parameters

other Another instance of a multivariate normal distribution.

Definition at line 190 of file multivariate_normal_distribution.hpp.

◆ MultivariateNormalDistribution() [6/6]

template<class T >

template<class U >

beluga::MultivariateNormalDistribution< T >::MultivariateNormalDistribution ( MultivariateNormalDistribution< U > && other )

inlinenoexcept

Move construct from another compatible distribution.

Template Parameters

U	The result type for the other distribution.

Parameters

other Another instance of a multivariate normal distribution.

Definition at line 199 of file multivariate_normal_distribution.hpp.

Member Function Documentation

◆ operator!=()

template<class T >

bool beluga::MultivariateNormalDistribution< T >::operator!= ( const MultivariateNormalDistribution< T > & other ) const

inline

Compares this object with other distribution object.

Two distribution objects are equal when parameter values and internal state are the same. In other words, if they are invoked with equal generators, they generate the same sequence.

Parameters

other Distribution object to compare against.

Returns: True if the objects are not equal, false otherwise.

Definition at line 285 of file multivariate_normal_distribution.hpp.

◆ operator()() [1/2]

template<class T >

template<class Generator >

result_type beluga::MultivariateNormalDistribution< T >::operator() ( Generator & generator )

inline

Generates the next random object in the distribution.

Template Parameters

Generator The generator type that must meet the requirements of UniformRandomBitGenerator.

Parameters

generator An uniform random bit generator object.

Returns: The generated random object.

Definition at line 248 of file multivariate_normal_distribution.hpp.

◆ operator()() [2/2]

template<class T >

template<class Generator >

result_type beluga::MultivariateNormalDistribution< T >::operator()	(	Generator &	generator,
		const param_type &	params
	)

inline

Generates the next random object in the distribution.

Template Parameters

Generator The generator type that must meet the requirements of UniformRandomBitGenerator.

Parameters

generator	An uniform random bit generator object.
params	Distribution parameter set to use instead of the associated one.

Returns: The generated random object.

Definition at line 261 of file multivariate_normal_distribution.hpp.

◆ operator=() [1/2]

template<class T >

template<class U >

MultivariateNormalDistribution& beluga::MultivariateNormalDistribution< T >::operator= ( const MultivariateNormalDistribution< U > & other )

inline

Copy assign from another compatible distribution.

Template Parameters

U	The result type for the other distribution.

Parameters

other Another instance of a multivariate normal distribution.

Definition at line 208 of file multivariate_normal_distribution.hpp.

◆ operator=() [2/2]

template<class T >

template<class U >

MultivariateNormalDistribution& beluga::MultivariateNormalDistribution< T >::operator= ( MultivariateNormalDistribution< U > && other )

inline

Move assign from another compatible distribution.

Template Parameters

U	The result type for the other distribution.

Parameters

other Another instance of a multivariate normal distribution.

Definition at line 220 of file multivariate_normal_distribution.hpp.

◆ operator==()

template<class T >

bool beluga::MultivariateNormalDistribution< T >::operator== ( const MultivariateNormalDistribution< T > & other ) const

inline

Compares this object with other distribution object.

Two distribution objects are equal when parameter values and internal state are the same. In other words, if they are invoked with equal generators, they generate the same sequence.

Parameters

other Distribution object to compare against.

Returns: True if the objects are equal, false otherwise.

Definition at line 273 of file multivariate_normal_distribution.hpp.

◆ param() [1/2]

template<class T >

const param_type& beluga::MultivariateNormalDistribution< T >::param ( ) const

inline

Returns the associated parameter set.

Definition at line 230 of file multivariate_normal_distribution.hpp.

◆ param() [2/2]

template<class T >

void beluga::MultivariateNormalDistribution< T >::param ( const param_type & params )

inline

Sets the associated parameter set to params.

This doesn't reset the internal state of the distribution.

Parameters

params New contents of the associated parameter set.

Definition at line 238 of file multivariate_normal_distribution.hpp.

◆ reset()

template<class T >

void beluga::MultivariateNormalDistribution< T >::reset ( )

inline

Resets the internal state of the distribution.

Definition at line 227 of file multivariate_normal_distribution.hpp.

Friends And Related Function Documentation

◆ MultivariateNormalDistribution

template<class T >

template<class U >

friend class MultivariateNormalDistribution

friend

Definition at line 140 of file multivariate_normal_distribution.hpp.

Member Data Documentation

◆ distribution_

template<class T >

std::normal_distribution<scalar_type> beluga::MultivariateNormalDistribution< T >::distribution_

private

Definition at line 289 of file multivariate_normal_distribution.hpp.

◆ params_

template<class T >

param_type beluga::MultivariateNormalDistribution< T >::params_

private

Definition at line 288 of file multivariate_normal_distribution.hpp.

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

multivariate_normal_distribution.hpp

Public Types

Public Member Functions

Private Attributes

Friends

Detailed Description

template<class T> class beluga::MultivariateNormalDistribution< T >

Member Typedef Documentation

◆ covariance_type

◆ param_type

◆ result_type

◆ scalar_type

◆ vector_type

Constructor & Destructor Documentation

◆ MultivariateNormalDistribution() [1/6]

◆ MultivariateNormalDistribution() [2/6]

◆ MultivariateNormalDistribution() [3/6]

◆ MultivariateNormalDistribution() [4/6]

◆ MultivariateNormalDistribution() [5/6]

◆ MultivariateNormalDistribution() [6/6]

Member Function Documentation

◆ operator!=()

◆ operator()() [1/2]

◆ operator()() [2/2]

◆ operator=() [1/2]

◆ operator=() [2/2]

◆ operator==()

◆ param() [1/2]

◆ param() [2/2]

◆ reset()

Friends And Related Function Documentation

◆ MultivariateNormalDistribution

Member Data Documentation

◆ distribution_

◆ params_

template<class T>
class beluga::MultivariateNormalDistribution< T >