Adaptive normal

A multi-variate normal distribution that can be updated via several components. More...

Classes

class  edoEstimatorNormalAdaptive< EOT, D >
 An estimator that works on adaptive normal distributions, basically the heart of the CMA-ES algorithm. More...
class  edoNormalAdaptive< EOT >
 A normal distribution that can be updated via several components. More...
class  edoSamplerNormalAdaptive< EOT, D >
 Sample points in a multi-normal law defined by a mean vector, a covariance matrix, a sigma scale factor and evolution paths. More...

Detailed Description

A multi-variate normal distribution that can be updated via several components.

This is the data structure on which works the CMA-ES algorithm.

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