Automatic Differentiation
 
Loading...
Searching...
No Matches
stan::math::welford_var_estimator Class Reference

Detailed Description

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_
 

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