MCBayes

OnlineMoments(d, c, update = true)

Returns an OnlineMoments struct with mean and variance Matrixes of size (d, c). When update!(om::OnlineMoments, x::Matrix) is called, update determines whether or not any updates will actually be applied.

Adam update.

update!(om::OnlineMoments, x::Matrix; kwargs...)

Update om's mean and variance Matrixes with the data contained in x. The rows of x and om.m (and thus om.v) must match. The columns of x and om.m must either match or om.m must have only 1 column. In the latter case, all columns of x will be used to update the same moments om.m and om.v.

Point in general phase space.