Store samples in Eigen::MatrixXd instead of std::vector<Eigen::VectorXd>
Since the number of maximal samples we want to draw is known a priori storing samples in a Eigen::MatrixXd
is straightforward. This might enable us to "modify" samples without actually modifying or copying them by using Eigen::Map
for example to get a thinned version of the sample using Eigen's slicing capabilities.
However, this will require large changes to the statistics module.
Edited by r.paul