SqrtGaussian.h File Reference

The square-root form of the Gaussian (decisions.md [gaussian-forms]): its parameters SqrtGaussianParams, which holds a mean and a lower-triangular root of the covariance, its marginal<Path>() by triangularization, and toSqrt(), which converts any form to it. More...

#include <expected>
#include <utility>
#include <EmrysFilter/Core/Forwarding.h>
#include <EmrysFilter/Core/Macros.h>
#include <EmrysFilter/Core/Math.h>
#include <EmrysFilter/Core/Multiply.h>
#include <EmrysFilter/Core/Print.h>
#include <EmrysFilter/Core/Solve.h>
#include <EmrysFilter/Core/Stamp.h>
#include <EmrysFilter/Core/Triangularization.h>
#include <EmrysFilter/Distributions/Gaussian.h>
#include <EmrysFilter/Distributions/GaussianForm.h>
#include <EmrysFilter/Distributions/Moments.h>
#include <EmrysFilter/Spaces/Composite.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::SqrtGaussianParams< Space_, Scalar_ >
	A Gaussian kept as a mean and a lower-triangular root of its covariance. More...

Typedefs
template<Space Space_, RealScalar Scalar_ = double>
using	Emrys::SqrtGaussian = FormGaussian<SqrtGaussianParams<Space_, Scalar_>>
	The Gaussian in square-root form, which evaluates its density: what SqrtGaussianParams::toDensity() returns (decisions.md [gaussian-forms], [params-and-density]).

Functions
template<GaussianForm G>
std::expected< SqrtGaussianParams< typename G::SpaceType, typename G::Scalar >, GaussianError >	Emrys::toSqrt (G const &form)

Detailed Description

The square-root form of the Gaussian (decisions.md [gaussian-forms]): its parameters SqrtGaussianParams, which holds a mean and a lower-triangular root of the covariance, its marginal<Path>() by triangularization, and toSqrt(), which converts any form to it.

Its density is a SqrtGaussian, a FormGaussian. It is a Component, by ComponentTraits in Component.h, with internal::SqrtComponentMarginal, the marginal of one component. Read InfoGaussian.h next.