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(Gaussian) RandomVariable class that stores means and covariances. Includes IO interfaces.

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RV IO

RV IO stands for Random Variables Input/Output. It contains MATLAB and C++ files that write and read realization of random variables as well as their covariance.

What's in this repo?

  • Mathematial data generator that simulates data from mathematical models.
  • The measurements are corrupted with noise and bias.
  • C++ read/write functions.

Library and namespace

The library is stored in the RV.h header file. It contains two (nested) namespaces:

  1. RV for all functions converning random variables.
    1. IO for input/output operations (such as writing, reading, importing, etc.).

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(Gaussian) RandomVariable class that stores means and covariances. Includes IO interfaces.

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