Class MarginalMomentsFromTraceKt

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      • marginalMomentsFromTrace

         final static DoubleArray marginalMomentsFromTrace(DoubleArray trace, Integer K)

        Returns the marginal moments of a trace.

        Parameters:
        trace - The trace data
        K - The number of moments to compute (default 5)
        Returns:

        The (raw) moments of the trace

      • marginalMomentsFromWeightedTrace

         final static DoubleArray marginalMomentsFromWeightedTrace(DoubleArray trace, DoubleArray weights, Integer K)

        Returns the marginal moments of a weighted trace.

        Parameters:
        trace - The trace data
        weights - The weights for each sample
        K - The number of moments to compute (default 5)
        Returns:

        The (raw) moments of the weighted trace