This class enforces no constraint on the covariance matrix.
static void ApplyConstraint (const arma::mat &)
Do nothing, and do not modify the covariance matrix.
This class enforces no constraint on the covariance matrix.
It's faster this way, although depending on your situation you may end up with a non-invertible covariance matrix.
Definition at line 35 of file no_constraint.hpp.
Do nothing, and do not modify the covariance matrix.
Definition at line 39 of file no_constraint.hpp.
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