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NPStat  5.10.0
npstat::CrossCovarianceAccumulator Class Reference

#include <CrossCovarianceAccumulator.hh>

Public Member Functions

 CrossCovarianceAccumulator (unsigned n1, unsigned n2)
 
unsigned dim1 () const
 
unsigned dim2 () const
 
unsigned long count () const
 
const std::vector< long double > & sum1 () const
 
const std::vector< long double > & sum2 () const
 
const std::vector< long double > & sumsq1 () const
 
const std::vector< long double > & sumsq2 () const
 
long double sumsq (unsigned i, unsigned j) const
 
double mean1 (unsigned i) const
 
double mean2 (unsigned i) const
 
double stdev1 (unsigned i) const
 
double stdev2 (unsigned i) const
 
double meanUncertainty1 (unsigned i) const
 
double meanUncertainty2 (unsigned i) const
 
double cov (unsigned i, unsigned j) const
 
double corr (unsigned i, unsigned j) const
 
Matrix< double > crossCovMat () const
 
Matrix< double > crossCorrMat () const
 
template<typename T1 , typename T2 >
void accumulate (const T1 *data1, unsigned len1, const T2 *data2, unsigned len2)
 
template<typename ArrayPair >
void accumulate (const ArrayPair &pair)
 
void accumulate (const CrossCovarianceAccumulator &)
 
template<typename ArrayPair >
CrossCovarianceAccumulatoroperator+= (const ArrayPair &pair)
 
CrossCovarianceAccumulatoroperator+= (const CrossCovarianceAccumulator &r)
 
void reset ()
 
bool operator== (const CrossCovarianceAccumulator &r) const
 
bool operator!= (const CrossCovarianceAccumulator &r) const
 
gs::ClassId classId () const
 
bool write (std::ostream &of) const
 

Static Public Member Functions

static const char * classname ()
 
static unsigned version ()
 
static CrossCovarianceAccumulatorread (const gs::ClassId &, std::istream &)
 

Detailed Description

Simple single-pass (which means imprecise) accumulator of covariances between two arrays. Correlations are between all possible pairs in which one element is taken from the first array and the other from the second array.

Constructor & Destructor Documentation

◆ CrossCovarianceAccumulator()

npstat::CrossCovarianceAccumulator::CrossCovarianceAccumulator ( unsigned  n1,
unsigned  n2 
)

n1 and n2 are the expected array sizes

Member Function Documentation

◆ accumulate() [1/3]

template<typename ArrayPair >
void npstat::CrossCovarianceAccumulator::accumulate ( const ArrayPair &  pair)
inline

Accumulate summaries from a pair of vectors or arrays

◆ accumulate() [2/3]

void npstat::CrossCovarianceAccumulator::accumulate ( const CrossCovarianceAccumulator )

Add the statistical summaries from another accumulator

◆ accumulate() [3/3]

template<typename T1 , typename T2 >
void npstat::CrossCovarianceAccumulator::accumulate ( const T1 *  data1,
unsigned  len1,
const T2 *  data2,
unsigned  len2 
)

Accumulate the statistical summaries.

The length of array data1 should be n1 (as in the constructor). The length of array data2 should be n2 (as in the constructor).

◆ classId()

gs::ClassId npstat::CrossCovarianceAccumulator::classId ( ) const
inline

Method related to "geners" I/O

◆ corr()

double npstat::CrossCovarianceAccumulator::corr ( unsigned  i,
unsigned  j 
) const

Correlation coefficient between the given variables

◆ cov()

double npstat::CrossCovarianceAccumulator::cov ( unsigned  i,
unsigned  j 
) const

Covariance between the given variables

◆ crossCorrMat()

Matrix<double> npstat::CrossCovarianceAccumulator::crossCorrMat ( ) const

Correlation matrix (of dimensions n1 x n2, where n1 and n2 are given in the constructor)

◆ crossCovMat()

Matrix<double> npstat::CrossCovarianceAccumulator::crossCovMat ( ) const

Covariance matrix (of dimensions n1 x n2, where n1 and n2 are given in the constructor)

◆ dim1()

unsigned npstat::CrossCovarianceAccumulator::dim1 ( ) const
inline

Basic inspector of accumulated quantities

◆ mean1()

double npstat::CrossCovarianceAccumulator::mean1 ( unsigned  i) const

Inspect mean, standard deviation, etc

◆ operator!=()

bool npstat::CrossCovarianceAccumulator::operator!= ( const CrossCovarianceAccumulator r) const
inline

Logical negation of operator==

◆ operator+=() [1/2]

template<typename ArrayPair >
CrossCovarianceAccumulator& npstat::CrossCovarianceAccumulator::operator+= ( const ArrayPair &  pair)
inline

Accumulate summaries from a pair of vectors or arrays

◆ operator+=() [2/2]

CrossCovarianceAccumulator& npstat::CrossCovarianceAccumulator::operator+= ( const CrossCovarianceAccumulator r)
inline

Add the statistical summaries from another accumulator

◆ operator==()

bool npstat::CrossCovarianceAccumulator::operator== ( const CrossCovarianceAccumulator r) const

Comparison for equality

◆ reset()

void npstat::CrossCovarianceAccumulator::reset ( )

Reset all accumulators and counters


The documentation for this class was generated from the following file: