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template<std::size_t dim, typename YMeans > |
| static auto | weighted_means (YMeans &&y_means) |
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| template<std::size_t dim, typename InputDist , bool return_cross = false, typename X , typename Y , std::enable_if_t< typed_matrix< X > and typed_matrix< Y > and(index_dimension_of< X, 1 >::value==index_dimension_of< Y, 1 >::value) and compares_with< vector_space_descriptor_of_t< X, 0 >, typename DistributionTraits< InputDist >::StaticDescriptor >, int > = 0> |
| static auto | covariance (const X &x_deviations, const Y &y_deviations) |
| | Calculate the posterior covariance, given prior and posterior deviations from the sigma points. More...
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◆ covariance()
template<typename Derived>
template<std::size_t dim, typename InputDist , bool return_cross = false, typename X , typename Y , std::enable_if_t< typed_matrix< X > and typed_matrix< Y > and(index_dimension_of< X, 1 >::value==index_dimension_of< Y, 1 >::value) and compares_with< vector_space_descriptor_of_t< X, 0 >, typename DistributionTraits< InputDist >::StaticDescriptor >, int > = 0>
Calculate the posterior covariance, given prior and posterior deviations from the sigma points.
- Template Parameters
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| dim | The total number of dimensions of all inputs. |
| InputDist | The prior distribution. |
| return_cross | Whether to return a cross-covariance. |
| X | The scaled sigma points for the prior distribution (the mean is translated to origin). |
| Y | The transformed sigma points for the posterior distribution (the mean is translated to origin). |
- Returns
- The posterior covariance, or (if return_cross, then a tuple comprising the posterior covariance and the cross-covariance.
The documentation for this struct was generated from the following file:
