#include <distribution.h>
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| double | logJumpPDF (const Eigen::Ref< const Eigen::VectorXd > &jump) |
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| Eigen::VectorXd | sample (std::default_random_engine &rng, const double &gamma) |
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| double | squaredMahalanobis (const Eigen::Ref< const Eigen::VectorXd > &jump) const |
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| Eigen::VectorXd | sample (std::default_random_engine &rng) |
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| Eigen::VectorXd | get () const |
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| void | set (const Eigen::Ref< const Eigen::VectorXd > &x) |
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| double | logPDF (const Eigen::Ref< const Eigen::VectorXd > &x) const |
| | Computes the joint log probability density function (log-PDF) of the distribution.
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| Eigen::VectorXd | sample (std::default_random_engine &rng) |
| | Draws a single vector sample from the joint distribution.
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| Eigen::MatrixXd | toCanonical (const Eigen::MatrixXd &x) const |
| | Transforms physical samples to standard canonical space.
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| Eigen::MatrixXd | fromCanonical (const Eigen::MatrixXd &x) const |
| | Transforms standard canonical samples back to physical space.
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| size_t | dimension () const |
| | Returns the dimensionality of the multivariate space.
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◆ get()
◆ logJumpPDF()
◆ sample() [1/2]
◆ sample() [2/2]
◆ set()
template<typename Derived >
◆ squaredMahalanobis()
The documentation for this class was generated from the following file: