MvNormal.h File Reference

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Classes
class	Eigen::Rand::MvNormalGen< _Scalar, Dim >
	Generator of real vectors on a multivariate normal distribution. More...
class	Eigen::Rand::WishartGen< _Scalar, Dim >
	Generator of real matrices on a Wishart distribution. More...
class	Eigen::Rand::InvWishartGen< _Scalar, Dim >
	Generator of real matrices on a inverse Wishart distribution. More...

Namespaces
namespace	Eigen::Rand
	namespace for EigenRand

Functions
template<typename _Scalar , Index Dim, typename _Mat >
Matrix< _Scalar, Dim, Dim >	Eigen::Rand::detail::get_lt (const MatrixBase< _Mat > &mat)
template<typename MeanTy , typename CovTy >
auto	Eigen::Rand::makeMvNormalGen (const MatrixBase< MeanTy > &mean, const MatrixBase< CovTy > &cov) -> MvNormalGen< typename MatrixBase< MeanTy >::Scalar, MatrixBase< MeanTy >::RowsAtCompileTime >
	helper function constructing Eigen::Rand::MvNormal More...
template<typename MeanTy , typename LTTy >
auto	Eigen::Rand::makeMvNormalGenFromLt (const MatrixBase< MeanTy > &mean, const MatrixBase< LTTy > &lt) -> MvNormalGen< typename MatrixBase< MeanTy >::Scalar, MatrixBase< MeanTy >::RowsAtCompileTime >
	helper function constructing Eigen::Rand::MvNormal More...
template<typename ScaleTy >
auto	Eigen::Rand::makeWishartGen (Index df, const MatrixBase< ScaleTy > &scale) -> WishartGen< typename MatrixBase< ScaleTy >::Scalar, MatrixBase< ScaleTy >::RowsAtCompileTime >
	helper function constructing Eigen::Rand::WishartGen More...
template<typename LTTy >
auto	Eigen::Rand::makeWishartGenFromLt (Index df, const MatrixBase< LTTy > &lt) -> WishartGen< typename MatrixBase< LTTy >::Scalar, MatrixBase< LTTy >::RowsAtCompileTime >
	helper function constructing Eigen::Rand::WishartGen More...
template<typename ScaleTy >
auto	Eigen::Rand::makeInvWishartGen (Index df, const MatrixBase< ScaleTy > &scale) -> InvWishartGen< typename MatrixBase< ScaleTy >::Scalar, MatrixBase< ScaleTy >::RowsAtCompileTime >
	helper function constructing Eigen::Rand::InvWishartGen More...
template<typename ILTTy >
auto	Eigen::Rand::makeInvWishartGenFromIlt (Index df, const MatrixBase< ILTTy > &ilt) -> InvWishartGen< typename MatrixBase< ILTTy >::Scalar, MatrixBase< ILTTy >::RowsAtCompileTime >
	helper function constructing Eigen::Rand::InvWishartGen More...

Variables
constexpr detail::FullMatrix	Eigen::Rand::full_matrix
constexpr detail::LowerTriangular	Eigen::Rand::lower_triangular
constexpr detail::InvLowerTriangular	Eigen::Rand::inv_lower_triangular

Detailed Description

Author

bab2min (bab2m.nosp@m.in@g.nosp@m.mail..nosp@m.com)

Version

0.5.0

Date

2023-01-31

Copyright

Copyright (c) 2020-2021