Multivariate normal distribution parameter set class. More...

#include <multivariate_normal_distribution.hpp>

Public Types
using	matrix_type = Matrix
	The covariance matrix from Vector. More...

using	scalar_type = typename Vector::Scalar
	The scalar type. More...

using	vector_type = Vector
	The vector type. More...

Public Member Functions
	MultivariateNormalDistributionParam ()=default
	Constructs a parameter set instance. More...

	MultivariateNormalDistributionParam (matrix_type covariance)
	Constructs a parameter set instance. More...

	MultivariateNormalDistributionParam (vector_type mean, matrix_type covariance)
	Constructs a parameter set instance. More...

bool	operator!= (const MultivariateNormalDistributionParam &other) const
	Compares this object with other parameter set object. More...

template<class Generator >
auto	operator() (std::normal_distribution< scalar_type > &distribution, Generator &generator) const
	Generates a new random object from the distribution. More...

bool	operator== (const MultivariateNormalDistributionParam &other) const
	Compares this object with other parameter set object. More...

Static Private Member Functions
static matrix_type	make_transform (matrix_type covariance)

Private Attributes
vector_type	mean_ {vector_type::Zero()}

matrix_type	transform_ {make_transform(vector_type::Ones().asDiagonal())}

Detailed Description

template<class Vector, class Matrix>
class beluga::MultivariateNormalDistributionParam< Vector, Matrix >

Multivariate normal distribution parameter set class.

Definition at line 32 of file multivariate_normal_distribution.hpp.

Member Typedef Documentation

◆ matrix_type

template<class Vector , class Matrix >

using beluga::MultivariateNormalDistributionParam< Vector, Matrix >::matrix_type = Matrix

The covariance matrix from Vector.

Definition at line 46 of file multivariate_normal_distribution.hpp.

◆ scalar_type

template<class Vector , class Matrix >

using beluga::MultivariateNormalDistributionParam< Vector, Matrix >::scalar_type = typename Vector::Scalar

The scalar type.

Definition at line 40 of file multivariate_normal_distribution.hpp.

◆ vector_type

template<class Vector , class Matrix >

using beluga::MultivariateNormalDistributionParam< Vector, Matrix >::vector_type = Vector

The vector type.

Definition at line 43 of file multivariate_normal_distribution.hpp.

Constructor & Destructor Documentation

◆ MultivariateNormalDistributionParam() [1/3]

template<class Vector , class Matrix >

beluga::MultivariateNormalDistributionParam< Vector, Matrix >::MultivariateNormalDistributionParam ( )

default

Constructs a parameter set instance.

◆ MultivariateNormalDistributionParam() [2/3]

template<class Vector , class Matrix >

beluga::MultivariateNormalDistributionParam< Vector, Matrix >::MultivariateNormalDistributionParam ( matrix_type covariance )

inlineexplicit

Constructs a parameter set instance.

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 57 of file multivariate_normal_distribution.hpp.

◆ MultivariateNormalDistributionParam() [3/3]

template<class Vector , class Matrix >

beluga::MultivariateNormalDistributionParam< Vector, Matrix >::MultivariateNormalDistributionParam	(	vector_type	mean,
		matrix_type	covariance
	)

inline

Constructs a parameter set instance.

Parameters

mean	A vector 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 67 of file multivariate_normal_distribution.hpp.

Member Function Documentation

◆ make_transform()

template<class Vector , class Matrix >

static matrix_type beluga::MultivariateNormalDistributionParam< Vector, Matrix >::make_transform ( matrix_type covariance )

inlinestaticprivate

Definition at line 108 of file multivariate_normal_distribution.hpp.

◆ operator!=()

template<class Vector , class Matrix >

bool beluga::MultivariateNormalDistributionParam< Vector, Matrix >::operator!= ( const MultivariateNormalDistributionParam< Vector, Matrix > & other ) const

inline

Compares this object with other parameter set object.

Parameters

other Parameter set object to compare against.

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

Definition at line 84 of file multivariate_normal_distribution.hpp.

◆ operator()()

template<class Vector , class Matrix >

template<class Generator >

auto beluga::MultivariateNormalDistributionParam< Vector, Matrix >::operator()	(	std::normal_distribution< scalar_type > &	distribution,
		Generator &	generator
	)		const

inline

Generates a new random object from the distribution.

Template Parameters

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

Parameters

distribution	A reference to a standard normal distribution instance.
generator	An uniform random bit generator object.

Returns: The generated random object.

Definition at line 95 of file multivariate_normal_distribution.hpp.

◆ operator==()

template<class Vector , class Matrix >

bool beluga::MultivariateNormalDistributionParam< Vector, Matrix >::operator== ( const MultivariateNormalDistributionParam< Vector, Matrix > & other ) const

inline

Compares this object with other parameter set object.

Parameters

other Parameter set object to compare against.

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

Definition at line 75 of file multivariate_normal_distribution.hpp.

Member Data Documentation

◆ mean_

template<class Vector , class Matrix >

vector_type beluga::MultivariateNormalDistributionParam< Vector, Matrix >::mean_ {vector_type::Zero()}

private

Definition at line 105 of file multivariate_normal_distribution.hpp.

◆ transform_

template<class Vector , class Matrix >

matrix_type beluga::MultivariateNormalDistributionParam< Vector, Matrix >::transform_ {make_transform(vector_type::Ones().asDiagonal())}

private

Definition at line 106 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

Static Private Member Functions

Private Attributes

Detailed Description

template<class Vector, class Matrix> class beluga::MultivariateNormalDistributionParam< Vector, Matrix >

Member Typedef Documentation

◆ matrix_type

◆ scalar_type

◆ vector_type

Constructor & Destructor Documentation

◆ MultivariateNormalDistributionParam() [1/3]

◆ MultivariateNormalDistributionParam() [2/3]

◆ MultivariateNormalDistributionParam() [3/3]

Member Function Documentation

◆ make_transform()

◆ operator!=()

◆ operator()()

◆ operator==()

Member Data Documentation

◆ mean_

◆ transform_

template<class Vector, class Matrix>
class beluga::MultivariateNormalDistributionParam< Vector, Matrix >