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Public Member Functions | Protected Attributes | List of all members
stan::math::welford_var_estimator Class Reference

`#include <welford_var_estimator.hpp>`

## Public Member Functions
| welford_var_estimator (int n)
void | restart ()
void | add_sample (const Eigen::VectorXd &q)
int | num_samples ()
void | sample_mean (Eigen::VectorXd &mean)
void | sample_variance (Eigen::VectorXd &var)

## Protected Attributes
double | _num_samples
Eigen::VectorXd | _m
Eigen::VectorXd | _m2

## Detailed Description

Definition at line 11 of file welford_var_estimator.hpp.

## Constructor & Destructor Documentation

stan::math::welford_var_estimator::welford_var_estimator | ( | int | n | ) |
| inlineexplicit

Definition at line 13 of file welford_var_estimator.hpp.

## Member Function Documentation

void stan::math::welford_var_estimator::add_sample | ( | const Eigen::VectorXd & | q | ) |
| inline

Definition at line 25 of file welford_var_estimator.hpp.

int stan::math::welford_var_estimator::num_samples | ( |  | ) |
| inline

Definition at line 33 of file welford_var_estimator.hpp.

void stan::math::welford_var_estimator::restart | ( |  | ) |
| inline

Definition at line 19 of file welford_var_estimator.hpp.

void stan::math::welford_var_estimator::sample_mean | ( | Eigen::VectorXd & | mean | ) |
| inline

Definition at line 35 of file welford_var_estimator.hpp.

void stan::math::welford_var_estimator::sample_variance | ( | Eigen::VectorXd & | var | ) |
| inline

Definition at line 37 of file welford_var_estimator.hpp.

## Member Data Documentation

Eigen::VectorXd stan::math::welford_var_estimator::_m
| protected

Definition at line 45 of file welford_var_estimator.hpp.

Eigen::VectorXd stan::math::welford_var_estimator::_m2
| protected

Definition at line 46 of file welford_var_estimator.hpp.

double stan::math::welford_var_estimator::_num_samples
| protected

Definition at line 43 of file welford_var_estimator.hpp.

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

- stan/math/prim/mat/fun/welford_var_estimator.hpp

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