ppl::math::WelfordVar Struct Reference

#include <welford.hpp>

Public Member Functions
	WelfordVar (size_t n_params)
template<class MatType >
void	update (const MatType &x)
const auto &	get_variance () const
size_t	get_n_samples () const
void	reset ()

Detailed Description

Estimates sample variance for n-dimensional data using Welford's online algorithm

Constructor & Destructor Documentation

WelfordVar()

ppl::math::WelfordVar::WelfordVar ( size_t  n_params )

inline

Member Function Documentation

get_n_samples()

size_t ppl::math::WelfordVar::get_n_samples ( ) const

inline

get_variance()

const auto& ppl::math::WelfordVar::get_variance ( ) const

inline

reset()

void ppl::math::WelfordVar::reset ( )

inline

Resets sample mean, sample variance, and number of samples to 0 Equivalent to constructing a new object of this type.

update()

template<class MatType >

void ppl::math::WelfordVar::update ( const MatType &  x )

inline

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

• include/autoppl/math/welford.hpp