Class MatrixMeanVarianceAccumulator

Class for accumulating weighted noisy matrix observations, and computing sample count, mean matrix, and covariance matrix

Inheritance

Object

MatrixMeanVarianceAccumulator

Implements

SettableTo<MatrixMeanVarianceAccumulator>

ICloneable

Inherited Members

Object.Equals(Object)

Object.Equals(Object, Object)

Object.GetHashCode()

Object.GetType()

Object.MemberwiseClone()

Object.ReferenceEquals(Object, Object)

Object.ToString()

Namespace: Microsoft.ML.Probabilistic.Math

Assembly: Microsoft.ML.Probabilistic.dll

Syntax

public class MatrixMeanVarianceAccumulator : SettableTo<MatrixMeanVarianceAccumulator>, ICloneable

Constructors

MatrixMeanVarianceAccumulator(Int32, Int32)

Constructs an accumulator for matrix observations

Declaration

public MatrixMeanVarianceAccumulator(int rows, int cols)

Parameters

Type	Name	Description
Int32	rows
Int32	cols

Fields

Count

Count

Declaration

public double Count

Field Value

Type	Description
Double

Mean

Mean matrix

Declaration

public Matrix Mean

Field Value

Type	Description
Matrix

Variance

Covariance matrix

Declaration

public PositiveDefiniteMatrix Variance

Field Value

Type	Description
PositiveDefiniteMatrix

Properties

Cols

The number of columns in the matrix

Declaration

public int Cols { get; }

Property Value

Type	Description
Int32

Rows

The number of rows in the matrix

Declaration

public int Rows { get; }

Property Value

Type	Description
Int32

Methods

Add(Matrix)

Adds an observation

Declaration

public void Add(Matrix x)

Parameters

Type	Name	Description
Matrix	x

Add(Matrix, PositiveDefiniteMatrix, Double)

Adds a noisy observation.

Declaration

public void Add(Matrix x, PositiveDefiniteMatrix noiseVariance, double weight)

Parameters

Type	Name	Description
Matrix	x
PositiveDefiniteMatrix	noiseVariance
Double	weight

Remarks

The contents of noiseVariance are modified.

Add(Matrix, Double)

Adds a weighted observation

Declaration

public void Add(Matrix x, double weight)

Parameters

Type	Name	Description
Matrix	x
Double	weight

Clear()

Clears the accumulator

Declaration

public void Clear()

Clone()

Returns a clone of this estimator.

Declaration

public object Clone()

Returns

Type	Description
Object

SetTo(MatrixMeanVarianceAccumulator)

Sets the state of this estimator from the specified estimator.

Declaration

public void SetTo(MatrixMeanVarianceAccumulator value)

Parameters

Type	Name	Description
MatrixMeanVarianceAccumulator	value

Implements

SettableTo<T>

System.ICloneable