pf::rvsamp::MVNSampler< dim, float_t > Class Template Reference

A class that performs sampling from a multivariate normal distribution. More...

#include <rv_samp.h>

Inheritance diagram for pf::rvsamp::MVNSampler< dim, float_t >:

Collaboration diagram for pf::rvsamp::MVNSampler< dim, float_t >:

Public Types
using	Vec = Eigen::Matrix< float_t, dim, 1 >
using	Mat = Eigen::Matrix< float_t, dim, dim >

Public Member Functions
	MVNSampler ()
	Default-constructor sets up for multivariate standard Normal random variate generation. More...
	MVNSampler (const Vec &meanVec, const Mat &covMat)
	The user must supply both mean and covariance matrix. More...
void	setCovar (const Mat &covMat)
	sets the covariance matrix of the sampler. More...
void	setMean (const Vec &meanVec)
	sets the mean vector of the sampler. More...
auto	sample () -> Vec
	Draws a random vector. More...
Public Member Functions inherited from pf::rvsamp::rvsamp_base
	rvsamp_base ()
	The default constructor. This is the only option available. Sets the seed with the clock.

Private Attributes
std::normal_distribution< float_t >	m_z_gen
	makes normal random variates
Mat	m_scale_mat
	covariance matrix
Vec	m_mean
	mean vector

Additional Inherited Members
Protected Attributes inherited from pf::rvsamp::rvsamp_base
std::mt19937	m_rng
	prng

Detailed Description

template<size_t dim, typename float_t>
class pf::rvsamp::MVNSampler< dim, float_t >

A class that performs sampling from a multivariate normal distribution.

Author

taylor

Member Typedef Documentation

Mat

template<size_t dim, typename float_t >

using pf::rvsamp::MVNSampler< dim, float_t >::Mat = Eigen::Matrix<float_t,dim,dim>

type alias for linear algebra stuff

Vec

template<size_t dim, typename float_t >

using pf::rvsamp::MVNSampler< dim, float_t >::Vec = Eigen::Matrix<float_t,dim,1>

type alias for linear algebra stuff

Constructor & Destructor Documentation

MVNSampler() [1/2]

template<size_t dim, typename float_t >

pf::rvsamp::MVNSampler< dim, float_t >::MVNSampler

Default-constructor sets up for multivariate standard Normal random variate generation.

Todo:

: implement move semantics

MVNSampler() [2/2]

template<size_t dim, typename float_t >

pf::rvsamp::MVNSampler< dim, float_t >::MVNSampler	(	const Vec &	meanVec,
		const Mat &	covMat
	)

The user must supply both mean and covariance matrix.

Parameters

meanVec	a Vec for the mean vector of the sampling distribution.
covMat	a Mat representing the covariance matrix of the samples.

Member Function Documentation

sample()

template<size_t dim, typename float_t >

auto pf::rvsamp::MVNSampler< dim, float_t >::sample

Draws a random vector.

Returns

a Vec random sample.

setCovar()

template<size_t dim, typename float_t >

void pf::rvsamp::MVNSampler< dim, float_t >::setCovar

(

const Mat &

covMat

)

sets the covariance matrix of the sampler.

Parameters

covMat

the desired covariance matrix.

setMean()

template<size_t dim, typename float_t >

void pf::rvsamp::MVNSampler< dim, float_t >::setMean

(

const Vec &

meanVec

)

sets the mean vector of the sampler.

Parameters

meanVec

the desired mean vector.

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

• include/pf/rv_samp.h