Multivariate Normal distribution. More...

#include <mckl/random/internal/common.hpp>

Classes
class	param_type

Public Types
using	distribution_type = NormalMVDistribution< RealType >

using	result_type = RealType

Public Member Functions
	NormalMVDistribution (std::size_t dim=1)
	Construct a distribution with scalar mean and scalar covariance. More...

	NormalMVDistribution (std::size_t dim, result_type mean, result_type chol)
	Construct a distribution with scalar mean and scalar covariance. More...

	NormalMVDistribution (std::size_t dim, result_type mean, const result_type *chol)
	Construct a distribution with scalar mean and vector covariance. More...

	NormalMVDistribution (std::size_t dim, const result_type *mean, result_type chol)
	Construct a distribution with vector mean and scalar covariance. More...

	NormalMVDistribution (std::size_t dim, const result_type mean, const result_type chol)
	Construct a distribution with vector mean and vector covariance. More...

	NormalMVDistribution (const param_type &param)

	NormalMVDistribution (param_type &&param)

const result_type *	chol () const

std::size_t	dim () const

template<typename OutputIter >
OutputIter	max (OutputIter first) const

const result_type *	mean () const

template<typename OutputIter >
OutputIter	min (OutputIter first) const

template<typename RNGType >
void	operator() (RNGType &rng, result_type *r)

template<typename RNGType >
void	operator() (RNGType &rng, result_type *r, const param_type &param)

template<typename RNGType >
void	operator() (RNGType &rng, std::size_t n, result_type *r)

template<typename RNGType >
void	operator() (RNGType &rng, std::size_t n, result_type *r, const param_type &param)

const param_type &	param () const

void	param (const param_type &param)

void	param (param_type &&param)

void	reset ()

Friends
bool	operator!= (const distribution_type &dist1, const distribution_type &dist2)

template<typename CharT , typename Traits >
std::basic_ostream< CharT, Traits > &	operator<< (std::basic_ostream< CharT, Traits > &os, const distribution_type &dist)

bool	operator== (const distribution_type &dist1, const distribution_type &dist2)

template<typename CharT , typename Traits >
std::basic_istream< CharT, Traits > &	operator>> (std::basic_istream< CharT, Traits > &is, distribution_type &dist)

Detailed Description

template<typename RealType>
class mckl::NormalMVDistribution< RealType >

Multivariate Normal distribution.

The distribution is parameterized by its mean vector and the lower triangular elements of the Cholesky decomposition of the covaraince matrix, packed row by row.

Definition at line 1057 of file random/internal/common.hpp.

Member Typedef Documentation

◆ distribution_type

template<typename RealType>

using mckl::NormalMVDistribution< RealType >::distribution_type = NormalMVDistribution<RealType>

Definition at line 145 of file normal_mv_distribution.hpp.

◆ result_type

template<typename RealType>

using mckl::NormalMVDistribution< RealType >::result_type = RealType

Definition at line 144 of file normal_mv_distribution.hpp.

Constructor & Destructor Documentation

◆ NormalMVDistribution() [1/7]

template<typename RealType>

mckl::NormalMVDistribution< RealType >::NormalMVDistribution ( std::size_t dim = 1 )

inlineexplicit

Construct a distribution with scalar mean and scalar covariance.

Definition at line 286 of file normal_mv_distribution.hpp.

◆ NormalMVDistribution() [2/7]

template<typename RealType>

mckl::NormalMVDistribution< RealType >::NormalMVDistribution	(	std::size_t	dim,
		result_type	mean,
		result_type	chol
	)

inline

Construct a distribution with scalar mean and scalar covariance.

Definition at line 292 of file normal_mv_distribution.hpp.

◆ NormalMVDistribution() [3/7]

template<typename RealType>

mckl::NormalMVDistribution< RealType >::NormalMVDistribution	(	std::size_t	dim,
		result_type	mean,
		const result_type *	chol
	)

inline

Construct a distribution with scalar mean and vector covariance.

Definition at line 299 of file normal_mv_distribution.hpp.

◆ NormalMVDistribution() [4/7]

template<typename RealType>

mckl::NormalMVDistribution< RealType >::NormalMVDistribution	(	std::size_t	dim,
		const result_type *	mean,
		result_type	chol
	)

inline

Construct a distribution with vector mean and scalar covariance.

Definition at line 307 of file normal_mv_distribution.hpp.

◆ NormalMVDistribution() [5/7]

template<typename RealType>

mckl::NormalMVDistribution< RealType >::NormalMVDistribution	(	std::size_t	dim,
		const result_type *	mean,
		const result_type *	chol
	)

inline

Construct a distribution with vector mean and vector covariance.

Definition at line 315 of file normal_mv_distribution.hpp.

◆ NormalMVDistribution() [6/7]

template<typename RealType>

mckl::NormalMVDistribution< RealType >::NormalMVDistribution ( const param_type & param )

inlineexplicit

Definition at line 322 of file normal_mv_distribution.hpp.

◆ NormalMVDistribution() [7/7]

template<typename RealType>

mckl::NormalMVDistribution< RealType >::NormalMVDistribution ( param_type && param )

inlineexplicit

Definition at line 327 of file normal_mv_distribution.hpp.

Member Function Documentation

◆ chol()

template<typename RealType>

const result_type* mckl::NormalMVDistribution< RealType >::chol ( ) const

inline

Definition at line 353 of file normal_mv_distribution.hpp.

◆ dim()

template<typename RealType>

std::size_t mckl::NormalMVDistribution< RealType >::dim ( ) const

inline

Definition at line 349 of file normal_mv_distribution.hpp.

◆ max()

template<typename RealType>

template<typename OutputIter >

OutputIter mckl::NormalMVDistribution< RealType >::max ( OutputIter first ) const

inline

Definition at line 341 of file normal_mv_distribution.hpp.

◆ mean()

template<typename RealType>

const result_type* mckl::NormalMVDistribution< RealType >::mean ( ) const

inline

Definition at line 351 of file normal_mv_distribution.hpp.

◆ min()

template<typename RealType>

template<typename OutputIter >

OutputIter mckl::NormalMVDistribution< RealType >::min ( OutputIter first ) const

inline

Definition at line 334 of file normal_mv_distribution.hpp.

◆ operator()() [1/4]

template<typename RealType>

template<typename RNGType >

void mckl::NormalMVDistribution< RealType >::operator()	(	RNGType &	rng,
		result_type *	r
	)

inline

Definition at line 370 of file normal_mv_distribution.hpp.

◆ operator()() [2/4]

template<typename RealType>

template<typename RNGType >

void mckl::NormalMVDistribution< RealType >::operator()	(	RNGType &	rng,
		result_type *	r,
		const param_type &	param
	)

inline

Definition at line 376 of file normal_mv_distribution.hpp.

◆ operator()() [3/4]

template<typename RealType>

template<typename RNGType >

void mckl::NormalMVDistribution< RealType >::operator()	(	RNGType &	rng,
		std::size_t	n,
		result_type *	r
	)

inline

Definition at line 382 of file normal_mv_distribution.hpp.

◆ operator()() [4/4]

template<typename RealType>

template<typename RNGType >

void mckl::NormalMVDistribution< RealType >::operator()	(	RNGType &	rng,
		std::size_t	n,
		result_type *	r,
		const param_type &	param
	)

inline

Definition at line 388 of file normal_mv_distribution.hpp.

◆ param() [1/3]

template<typename RealType>

const param_type& mckl::NormalMVDistribution< RealType >::param ( ) const

inline

Definition at line 355 of file normal_mv_distribution.hpp.

◆ param() [2/3]

template<typename RealType>

void mckl::NormalMVDistribution< RealType >::param ( const param_type & param )

inline

Definition at line 357 of file normal_mv_distribution.hpp.

◆ param() [3/3]

template<typename RealType>

void mckl::NormalMVDistribution< RealType >::param ( param_type && param )

inline

Definition at line 363 of file normal_mv_distribution.hpp.

◆ reset()

template<typename RealType>

void mckl::NormalMVDistribution< RealType >::reset ( )

inline

Definition at line 347 of file normal_mv_distribution.hpp.

Friends And Related Function Documentation

◆ operator!=

template<typename RealType>

bool operator!=	(	const distribution_type &	dist1,
		const distribution_type &	dist2
	)

friend

Definition at line 415 of file normal_mv_distribution.hpp.

◆ operator<<

template<typename RealType>

template<typename CharT , typename Traits >

std::basic_ostream<CharT, Traits>& operator<<	(	std::basic_ostream< CharT, Traits > &	os,
		const distribution_type &	dist
	)

friend

Definition at line 422 of file normal_mv_distribution.hpp.

◆ operator==

template<typename RealType>

bool operator==	(	const distribution_type &	dist1,
		const distribution_type &	dist2
	)

friend

Definition at line 406 of file normal_mv_distribution.hpp.

◆ operator>>

template<typename RealType>

template<typename CharT , typename Traits >

std::basic_istream<CharT, Traits>& operator>>	(	std::basic_istream< CharT, Traits > &	is,
		distribution_type &	dist
	)

friend

Definition at line 435 of file normal_mv_distribution.hpp.

Classes

Public Types

Public Member Functions

Friends

Detailed Description

template<typename RealType> class mckl::NormalMVDistribution< RealType >

Member Typedef Documentation

◆ distribution_type

◆ result_type

Constructor & Destructor Documentation

◆ NormalMVDistribution() [1/7]

◆ NormalMVDistribution() [2/7]

◆ NormalMVDistribution() [3/7]

◆ NormalMVDistribution() [4/7]

◆ NormalMVDistribution() [5/7]

◆ NormalMVDistribution() [6/7]

◆ NormalMVDistribution() [7/7]

Member Function Documentation

◆ chol()

◆ dim()

◆ max()

◆ mean()

◆ min()

◆ operator()() [1/4]

◆ operator()() [2/4]

◆ operator()() [3/4]

◆ operator()() [4/4]

◆ param() [1/3]

◆ param() [2/3]

◆ param() [3/3]

◆ reset()

Friends And Related Function Documentation

◆ operator!=

◆ operator<<

◆ operator==

◆ operator>>

template<typename RealType>
class mckl::NormalMVDistribution< RealType >