Stan Math Library
4.9.0
Automatic Differentiation
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Definition at line 10 of file welford_var_estimator.hpp.
#include <welford_var_estimator.hpp>
Public Member Functions | |
welford_var_estimator (int n) | |
void | restart () |
void | add_sample (const Eigen::VectorXd &q) |
int | num_samples () |
void | sample_mean (Eigen::VectorXd &mean) |
void | sample_variance (Eigen::VectorXd &var) |
Protected Attributes | |
double | num_samples_ |
Eigen::VectorXd | m_ |
Eigen::VectorXd | m2_ |