Variable beluga::covariance

Variable Documentation

constexpr detail::covariance_fn beluga::covariance

Calculate the weighted covariance of a range of values.

The inputs are a range of values, a range of corresponding weights, the pre-computed mean, and an optional projection function to convert to the right value-type.

It supports floating-point numbers, vectors, and Lie group elements like SE2 and SE3.

For Lie group elements, the function computes covariance in the tangent space, representing the uncertainty of poses on the Lie manifold. Users may perform the appropriate conversions to get the covariance matrix into their parametrization of interest.

The weights are assumed to already be normalized. Non-normalized weights will yield incorrect results.