stan::math::welford_covar_estimator Class Reference

Detailed Description

Definition at line 10 of file welford_covar_estimator.hpp.

#include <welford_covar_estimator.hpp>

Public Member Functions
	welford_covar_estimator (int n)
void	restart ()
void	add_sample (const Eigen::VectorXd &q)
int	num_samples ()
void	sample_mean (Eigen::VectorXd &mean)
void	sample_covariance (Eigen::MatrixXd &covar)

Protected Attributes
double	num_samples_
Eigen::VectorXd	m_
Eigen::MatrixXd	m2_

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

• stan/math/prim/fun/welford_covar_estimator.hpp