Class VectorMeanVarianceAccumulator

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

Inheritance
Object
VectorMeanVarianceAccumulator
Inherited Members
Namespace: Microsoft.ML.Probabilistic.Math
Assembly: Microsoft.ML.Probabilistic.dll
Syntax
public class VectorMeanVarianceAccumulator : SettableTo<VectorMeanVarianceAccumulator>, ICloneable

Constructors

VectorMeanVarianceAccumulator(Int32)

Constructs an accumulator for vector observations

Declaration
public VectorMeanVarianceAccumulator(int dimension)
Parameters
Type Name Description
Int32 dimension

Properties

Count

Count

Declaration
public double Count { get; }
Property Value
Type Description
Double

Dimension

The dimensionality of the vector

Declaration
public int Dimension { get; }
Property Value
Type Description
Int32

Mean

Mean

Declaration
public Vector Mean { get; }
Property Value
Type Description
Vector

Variance

Covariance

Declaration
public PositiveDefiniteMatrix Variance { get; }
Property Value
Type Description
PositiveDefiniteMatrix

Methods

Add(Vector)

Adds an observation

Declaration
public void Add(Vector x)
Parameters
Type Name Description
Vector x

Add(Vector, PositiveDefiniteMatrix, Double)

Adds a noisy observation.

Declaration
public void Add(Vector x, PositiveDefiniteMatrix noiseVariance, double weight)
Parameters
Type Name Description
Vector x
PositiveDefiniteMatrix noiseVariance
Double weight

Add(Vector, Double)

Adds a weighted observation.

Declaration
public void Add(Vector x, double weight)
Parameters
Type Name Description
Vector x
Double weight

Clear()

Clears the accumulator

Declaration
public void Clear()

Clone()

Declaration
public object Clone()
Returns
Type Description
Object

SetTo(VectorMeanVarianceAccumulator)

Declaration
public void SetTo(VectorMeanVarianceAccumulator value)
Parameters
Type Name Description
VectorMeanVarianceAccumulator value

Implements