stan::math::welford_var_estimator Class Reference

#include <welford_var_estimator.hpp>

Public Member Functions
	welford_var_estimator (int n)
void	restart ()
void	add_sample (const Eigen::VectorXd &q)
int	num_samples ()
void	sample_mean (Eigen::VectorXd &mean)
void	sample_variance (Eigen::VectorXd &var)

Protected Attributes
double	num_samples_
Eigen::VectorXd	m_
Eigen::VectorXd	m2_

Detailed Description

Definition at line 10 of file welford_var_estimator.hpp.

Constructor & Destructor Documentation

welford_var_estimator()

stan::math::welford_var_estimator::welford_var_estimator ( int  n )

inlineexplicit

Definition at line 12 of file welford_var_estimator.hpp.

Member Function Documentation

add_sample()

void stan::math::welford_var_estimator::add_sample ( const Eigen::VectorXd &  q )

inline

Definition at line 24 of file welford_var_estimator.hpp.

num_samples()

int stan::math::welford_var_estimator::num_samples ( )

inline

Definition at line 32 of file welford_var_estimator.hpp.

restart()

void stan::math::welford_var_estimator::restart ( )

inline

Definition at line 18 of file welford_var_estimator.hpp.

sample_mean()

void stan::math::welford_var_estimator::sample_mean ( Eigen::VectorXd &  mean )

inline

Definition at line 34 of file welford_var_estimator.hpp.

sample_variance()

void stan::math::welford_var_estimator::sample_variance ( Eigen::VectorXd &  var )

inline

Definition at line 36 of file welford_var_estimator.hpp.

Member Data Documentation

m2_

Eigen::VectorXd stan::math::welford_var_estimator::m2_

protected

Definition at line 44 of file welford_var_estimator.hpp.

m_

Eigen::VectorXd stan::math::welford_var_estimator::m_

protected

Definition at line 43 of file welford_var_estimator.hpp.

num_samples_

double stan::math::welford_var_estimator::num_samples_

protected

Definition at line 42 of file welford_var_estimator.hpp.

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

• stan/math/prim/mat/fun/welford_var_estimator.hpp