metrics.h

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#ifndef _METRICS_H_
#define _METRICS_H_

#include <Eigen/Dense>

using Eigen::Vector2d;
using Eigen::VectorXd;
using Eigen::Matrix2d;
using Eigen::MatrixXd;

template<typename Derived>
inline bool is_finite(const Eigen::MatrixBase<Derived>& x)
{
   return ( (x - x).array() == (x - x).array()).all();
}

template<typename Derived>
inline bool is_nan(const Eigen::MatrixBase<Derived>& x)
{
   return ((x.array() == x.array())).all();
}

double mahalanobis(Vector2d&y,Vector2d&mean,Matrix2d& cov);
double biVariatePDF(Vector2d& x,Vector2d& m,Matrix2d& cov);


#endif