Emrys::Conditioned< Space, OutputSpace, Scalar > Struct Template Reference

The result of condition(): the posterior, and the innovation, from which the log-likelihood of the observation follows when asked for. More...

#include <EmrysFilter/Models/Condition.h>

Public Member Functions
Scalar	logLikelihood () const

Public Attributes
GaussianParams< Space, Scalar >	posterior
	the input conditioned on the observation
Innovation< OutputSpace, Scalar >	innovation
	the observation's residual and its covariance

Detailed Description

template<typename Space, typename OutputSpace, typename Scalar = double>
struct Emrys::Conditioned< Space, OutputSpace, Scalar >

The result of condition(): the posterior, and the innovation, from which the log-likelihood of the observation follows when asked for.

Template Parameters

Space	space of the input
OutputSpace	space of the output

Member Function Documentation

logLikelihood()

template<typename Space, typename OutputSpace, typename Scalar = double>

Scalar Emrys::Conditioned< Space, OutputSpace, Scalar >::logLikelihood ( ) const

inlinenodiscard

Returns

the log-likelihood of the observation, \( \log \mathcal{N}(y; \bar y, \Sigma_{yy}) \)

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

• EmrysFilter/Models/Condition.h