mars::NearestCov Class Reference

The NearestCov class generates a PSD Cov for a given pseudo-cov matrix. More...

#include </home/runner/work/mars_lib/mars_lib/source/mars/include/mars/nearest_cov.h>

Collaboration diagram for mars::NearestCov:

Public Member Functions
	NearestCov (const Eigen::MatrixXd &covariance)
	NearestCov Constructor.
Eigen::MatrixXd	EigenCorrectionUsingCovariance (NearestCovMethod method)
	EigenCorrectionUsingCovariance.
Eigen::MatrixXd	EigenCorrectionUsingCorrelation (NearestCovMethod method)
	EigenCorrectionUsingCorrelation.

Public Attributes
EIGEN_MAKE_ALIGNED_OPERATOR_NEW Eigen::MatrixXd	cov_mat_
	Input pseudo covariance.
double	delta_ { 0.005 }
	default correction for the delta method

Detailed Description

The NearestCov class generates a PSD Cov for a given pseudo-cov matrix.

This class provides methods to generare a positive-semi-definite (PSD) covariance matrix for a given non-positive-semi-definite covariance matric (pseude covariance).

Constructor & Destructor Documentation

NearestCov()

mars::NearestCov::NearestCov

(

const Eigen::MatrixXd &

covariance

)

NearestCov Constructor.

Parameters

covariance

Input pseudo covariance

Member Function Documentation

EigenCorrectionUsingCovariance()

Eigen::MatrixXd mars::NearestCov::EigenCorrectionUsingCovariance

(

NearestCovMethod

method

)

EigenCorrectionUsingCovariance.

Parameters

method

Determines methode for the eigen covariance correction

Returns

Corrected covariance

EigenCorrectionUsingCorrelation()

Eigen::MatrixXd mars::NearestCov::EigenCorrectionUsingCorrelation

(

NearestCovMethod

method

)

EigenCorrectionUsingCorrelation.

Parameters

method

Determines methode for the eigen covariance correction

Returns

Corrected covariance

Member Data Documentation

cov_mat_

EIGEN_MAKE_ALIGNED_OPERATOR_NEW Eigen::MatrixXd mars::NearestCov::cov_mat_

Input pseudo covariance.

delta_

double mars::NearestCov::delta_ { 0.005 }

default correction for the delta method

{ 0.005 };    

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

• nearest_cov.h