GaussianForm.h File Reference

What the four forms of the Gaussian share (decisions.md [gaussian-forms], [form-densities]): the GaussianForm concept and the isInfoForm<> and isSqrtForm<> traits; FormGaussian, the read-only density view that the square-root and information forms' parameters return from toDensity(), with its moments(), marginals, drawSamples(), and drawSamplesWithLogDensity(); and toGaussian(), which converts any form to the covariance form. More...

#include <concepts>
#include <expected>
#include <random>
#include <utility>
#include <EmrysFilter/Core/ChiSquared.h>
#include <EmrysFilter/Core/Macros.h>
#include <EmrysFilter/Core/Math.h>
#include <EmrysFilter/Distributions/Gaussian.h>
#include <EmrysFilter/Distributions/SampleSet.h>
#include <EmrysFilter/Distributions/Sampling.h>
#include <EmrysFilter/Core/Stamp.h>
#include <EmrysFilter/Spaces/Indexing.h>
#include <EmrysFilter/Spaces/Reset.h>
#include <EmrysFilter/Spaces/Space.h>

Go to the source code of this file.

Classes
class	Emrys::FormGaussian< Params_ >
	The density of a Gaussian in a square-root or information form: a read-only view. More...

Concepts
concept	Emrys::GaussianForm
	A Gaussian in any of its four forms (decisions.md [gaussian-forms]): GaussianParams, SqrtGaussianParams, InfoGaussianParams, or SqrtInfoGaussianParams, or a GaussianMarginal, the covariance form's marginal, so that a marginal of any form's density is a GaussianForm [form-densities].

Functions
template<GaussianForm G>
std::expected< GaussianParams< typename G::SpaceType, typename G::Scalar >, GaussianError >	Emrys::toGaussian (G const &form)
template<typename Params_, std::uniform_random_bit_generator G>
SampleSet< typename Params_::SpaceType, typename Params_::Scalar >	Emrys::drawSamples (FormGaussian< Params_ > const &gaussian, Eigen::Index n, G &rng)
template<typename Params_, std::uniform_random_bit_generator G>
Moments< typenameParams_::SpaceType, typenameParams_::Scalar >::VectorType	Emrys::drawSample (FormGaussian< Params_ > const &gaussian, G &rng)
template<typename Params_, std::uniform_random_bit_generator G>
SamplesWithLogDensity< typename Params_::SpaceType, typename Params_::Scalar >	Emrys::drawSamplesWithLogDensity (FormGaussian< Params_ > const &gaussian, Eigen::Index n, G &rng)
template<typename Params_, std::uniform_random_bit_generator G>
SampleWithLogDensity< typename Params_::SpaceType, typename Params_::Scalar >	Emrys::drawSampleWithLogDensity (FormGaussian< Params_ > const &gaussian, G &rng)

Variables
template<GaussianForm G>
constexpr bool	Emrys::isInfoForm = G::IsInfoForm
	Whether the GaussianForm G holds the precision, as InfoGaussianParams and SqrtInfoGaussianParams do, rather than the covariance.
template<GaussianForm G>
constexpr bool	Emrys::isSqrtForm = G::IsSqrtForm
	Whether the GaussianForm G holds a triangular root, as SqrtGaussianParams and SqrtInfoGaussianParams do, rather than a whole matrix.

Detailed Description

What the four forms of the Gaussian share (decisions.md [gaussian-forms], [form-densities]): the GaussianForm concept and the isInfoForm<> and isSqrtForm<> traits; FormGaussian, the read-only density view that the square-root and information forms' parameters return from toDensity(), with its moments(), marginals, drawSamples(), and drawSamplesWithLogDensity(); and toGaussian(), which converts any form to the covariance form.

Gaussian.h holds the covariance form, and SqrtGaussian.h, InfoGaussian.h, and SqrtInfoGaussian.h the other three, each with the conversion to it. Read SqrtGaussian.h next.