Generator of real matrices on a Wishart distribution. More...

#include <MvNormal.h>

Inheritance diagram for Eigen::Rand::WishartGen< _Scalar, Dim >:

Collaboration diagram for Eigen::Rand::WishartGen< _Scalar, Dim >:

Public Member Functions
template<typename ScaleTy >
	WishartGen (Index _df, const MatrixBase< ScaleTy > &_lt, detail::LowerTriangular)
	Construct a new Wishart generator from lower triangular matrix of decomposed scale.

template<typename ScaleTy >
	WishartGen (Index _df, const MatrixBase< ScaleTy > &_scale, detail::FullMatrix={})
	Construct a new Wishart generator from scale matrix.

	WishartGen (const WishartGen &)=default

	WishartGen (WishartGen &&)=default

WishartGen &	operator= (const WishartGen &)=default

WishartGen &	operator= (WishartGen &&)=default

Index	dims () const

template<typename Urng >
Matrix< _Scalar, Dim, -1 >	generate (Urng &&urng, Index samples)

template<typename Urng >
Matrix< _Scalar, Dim, -1 >	generate (Urng &&urng)

Public Member Functions inherited from Eigen::Rand::MvMatGenBase< WishartGen< _Scalar, Dim >, _Scalar, Dim >
WishartGen< _Scalar, Dim > &	derived ()
	Return a reference to the derived type.

Index	dims () const
	returns the dimensions of matrices to be generated

Matrix< _Scalar, Dim, -1 >	generate (Urng &&urng, Index samples)
	generates multiple samples at once

Matrix< _Scalar, Dim, Dim >	generate (Urng &&urng)
	generates one sample

Detailed Description

template<typename _Scalar, Index Dim>
class Eigen::Rand::WishartGen< _Scalar, Dim >

Generator of real matrices on a Wishart distribution.

Template Parameters

_Scalar
Dim	number of dimensions, or `Eigen::Dynamic`

Constructor & Destructor Documentation

template<typename _Scalar , Index Dim>

template<typename ScaleTy >

Eigen::Rand::WishartGen< _Scalar, Dim >::WishartGen	(	Index	_df,
		const MatrixBase< ScaleTy > &	_lt,
		detail::LowerTriangular
	)

inline

Construct a new Wishart generator from lower triangular matrix of decomposed scale.

Template Parameters

ScaleTy

Parameters

_df	degrees of freedom
_lt	lower triangular matrix of decomposed scale

template<typename _Scalar , Index Dim>

template<typename ScaleTy >

Eigen::Rand::WishartGen< _Scalar, Dim >::WishartGen	(	Index	_df,
		const MatrixBase< ScaleTy > &	_scale,
		detail::FullMatrix	= `{}`
	)

inline

Construct a new Wishart generator from scale matrix.

Template Parameters

ScaleTy

Parameters

_df	degrees of freedom
_lt	scale matrix (should be positive definitive)

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