Covariance Estimator. More...
#include <statistics_fwd.hpp>
Public Types | |
typedef numeric::functional::fdiv < Sample, std::size_t > ::result_type | sample_type |
typedef numeric::functional::fdiv < VariateType, std::size_t > ::result_type | variate_type |
typedef numeric::functional::outer_product < sample_type, variate_type > ::result_type | result_type |
typedef mpl::false_ | is_droppable |
Public Member Functions | |
template<typename Args > | |
covariance_impl (Args const &args) | |
template<typename Args > | |
void | operator() (Args const &args) |
result_type | result (dont_care) const |
detail::void_ | operator() (dont_care) |
detail::void_ | add_ref (dont_care) |
detail::void_ | drop (dont_care) |
detail::void_ | on_drop (dont_care) |
Covariance Estimator.
An iterative Monte Carlo estimator for the covariance , where is a sample and is a variate, is given by:
and being the means of the samples and variates.
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inherited |
typedef numeric::functional::outer_product<sample_type, variate_type>::result_type boost::accumulators::impl::covariance_impl< Sample, VariateType, VariateTag >::result_type |
typedef numeric::functional::fdiv<Sample, std::size_t>::result_type boost::accumulators::impl::covariance_impl< Sample, VariateType, VariateTag >::sample_type |
typedef numeric::functional::fdiv<VariateType, std::size_t>::result_type boost::accumulators::impl::covariance_impl< Sample, VariateType, VariateTag >::variate_type |
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inlineinherited |
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inlineinherited |
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inlineinherited |
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inlineinherited |
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inline |
References count, and boost::accumulators::extract::mean.
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