normal_moments.h

// Description: Moments of normal distribution

#ifndef PASTELSYS_NORMAL_MOMENTS_H
#define PASTELSYS_NORMAL_MOMENTS_H

#include "pastel/sys/random/normal_distribution.h"

#include <cmath>

namespace Pastel
{

    // Mean of normal distribution.
    template <typename Real>
    decltype(auto) mean(const Normal_Distribution<Real>& distribution)
    {
        return distribution.mean();
    }

    // Variance of normal distribution.
    template <typename Real>
    decltype(auto) variance(const Normal_Distribution<Real>& distribution)
    {
        return distribution.rotation() * 
            diagonalMatrix(distribution.scale().array().square().matrix().eval()) * 
            distribution.rotation().transpose();
    }

}

#endif