Moments.h File Reference

Moments: the mean and covariance that a Gaussian carries and that a mixture or a sample set is moment-matched to, with MomentsError and the ScalarOf alias. More...

#include <type_traits>
#include <EmrysFilter/Core/Forwarding.h>
#include <EmrysFilter/Core/Macros.h>
#include <EmrysFilter/Core/Math.h>
#include <EmrysFilter/Core/Print.h>
#include <EmrysFilter/Spaces/Space.h>
#include <EmrysFilter/Spaces/TagPath.h>

Go to the source code of this file.

Classes
class	Emrys::Moments< Space_, Scalar_ >
	First and second moments (mean and covariance) of a distribution. More...

Typedefs
template<typename X>
using	Emrys::ScalarOf = typename std::remove_cvref_t<X>::Scalar
	The scalar type of the Eigen object or distribution X, for writing functions generic in it.

Enumerations
enum class	Emrys::MomentsError { MomentsError::Infinite }
	Reasons a distribution's moments() can fail. More...

Detailed Description

Moments: the mean and covariance that a Gaussian carries and that a mixture or a sample set is moment-matched to, with MomentsError and the ScalarOf alias.

The mean is a value in the space and the covariance is over its differences (Spaces). Read SampleSet.h next.