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MeanCovarianceC::MeanCovarianceC(const MeanCovarianceC &) MeanCovarianceC::MeanCovarianceC(const SizeT) MeanCovarianceC::MeanCovarianceC(const VectorC &) MeanCovarianceC::MeanCovarianceC(const MeanNdC &) MeanCovarianceC::MeanCovarianceC(SizeT,const VectorC &,const MatrixC &) MeanCovarianceC::Copy(void) const MeanCovarianceC::MeanCovarianceC(const SArray1dC &) MeanCovarianceC::Number(void) const MeanCovarianceC::Mean(void) const MeanCovarianceC::Covariance(void) const MeanCovarianceC::SetZero(void) MeanCovarianceC::operator +=(const VectorC &) MeanCovarianceC::operator -=(const VectorC &) MeanCovarianceC::operator +=(const MeanNdC &) MeanCovarianceC::operator -=(const MeanNdC &) MeanCovarianceC::operator +=(const MeanCovarianceC &) MeanCovarianceC::operator -=(const MeanCovarianceC &) MeanCovarianceC::Add(const VectorC &,const VectorC &) MeanCovarianceC::Remove(const VectorC &,const VectorC &) MeanCovarianceC::SetSum(const MeanCovarianceC &,const MeanCovarianceC &) MeanCovarianceC::operator *(const MeanCovarianceC &) const

MeanCovarianceC(const MeanCovarianceC & meanCov)

The class MeanCovarianceC is implemented as a big object using a reference counter.

MeanCovarianceC(const SizeT n)

Creates zero mean and zero covariance matrix representing the 'n'-dimensional set containing no data points.

MeanCovarianceC(const VectorC & point)

Creates the mean vector and zero covariance matrix representing the data set containing just one data point. The vector 'point' is shared.

MeanCovarianceC(const MeanNdC & mean)

Creates the mean vector and zero covariance matrix representing the data set represented by the 'mean'. The structure 'mean' is shared.

MeanCovarianceC(SizeT n,const VectorC & mean,const MatrixC & ncov)

Creates the mean vector and zero covariance matrix representing the data set containing 'n' points and represented by the 'mean' and the covariance matrix 'cov'. Both 'mean' and 'cov' are shared.

MeanCovarianceC Copy() const

Returns a new physical copy of this object.

MeanCovarianceC(const SArray1dC<VectorC> & data)

Compute the mean and covariance of an array of vectors.
Information about an object ---------------------------

SizeT Number() const

Returns the number of data points which are represented by this object.

const VectorC & Mean() const

Access the mean.
Returns the mean vector of data points which are represented by this object.

const MatrixC & Covariance() const

Access the covariance.
Returns the covariance matrix of data points which are represented by this object. Object modification -------------------

const MeanCovarianceC & SetZero()

Total initialization of this object resulting in the representation the empty set of data points.

const MeanCovarianceC & operator +=(const VectorC & point)

Adds one point to the set of data points.

const MeanCovarianceC & operator -=(const VectorC & point)

Removes one point from the set of data points. Be carefull to remove a point which was already added to the set, otherwise the representation will not describe a real set.

const MeanCovarianceC & operator +=(const MeanNdC & mean)

Adds a number of data poits represented by the 'mean' and zero covariance matrix to this set.

const MeanCovarianceC & operator -=(const MeanNdC & mean)

Removes a number of data poits represented by the 'mean' and zero covariance matrix from this set. Be carefull to remove points which were already added to the set, otherwise the representation will not describe a real set.

const MeanCovarianceC & operator +=(const MeanCovarianceC & meanCov)

Adds a number of data points represented by the 'meanCov' structure to this set.

const MeanCovarianceC & operator -=(const MeanCovarianceC & meanCov)

Removes a number of data points represented by the 'meanCov' structure from this set. Be carefull to remove points which were already added to the set, otherwise the representation will not describe a real set.

const MeanCovarianceC & Add(const VectorC & point,const VectorC & var)

Updates the mean and the covariance matrix by adding one N-d point whose coordinates are known with the error described by the diagonal convariance matrix represented byt the vector 'var'.

const MeanCovarianceC & Remove(const VectorC & point,const VectorC & var)

Updates the mean and the covariance matrix by removing one N-d point whose coordinates are known with the error described by the diagonal convariance matrix represented byt the vector 'var'. Be carefull to remove the point which was already added to the set, otherwise the representation will not describe a real set.

const MeanCovarianceC & SetSum(const MeanCovarianceC & meanCov1,const MeanCovarianceC & meanCov2)

This object is set to be the union of two set of data points 'meanCov1' and 'meanCov2'.

MeanCovarianceC operator *(const MeanCovarianceC & oth) const

Calculate the product of the two probability density functions.
This assumes the estimates of the distributions are accurate. (The number of samples is ignored)