CorrelatedMeanEstimate

data class CorrelatedMeanEstimate(val mean: Double, val varianceOfMean: Double)(source)

Common location estimate for observations with a supplied positive-definite covariance.

Constructors

constructor(mean: Double, varianceOfMean: Double)(source)

Generalized least-squares mean; correlation can give observations negative coefficients.

Variance of the mean conditional on the supplied covariance, without covariance-estimation uncertainty.