npstat::MultivariateWeightedSumsqAccumulator< Precise > Class Template Reference

#include <MultivariateWeightedSumsqAccumulator.hh>

Public Types
typedef Precise	precise_type

Public Member Functions
template<typename Precise2 >
	MultivariateWeightedSumsqAccumulator (const unsigned long *columns, unsigned nColumns, const MultivariateWeightedSumAccumulator< Precise2 > &sums)
template<typename Precise2 >
	MultivariateWeightedSumsqAccumulator (const MultivariateWeightedSumAccumulator< Precise2 > &sums)
unsigned	dim () const
unsigned long	ncalls () const
unsigned long	expectedNumCols () const
Precise	weightSum () const
const std::vector< unsigned long > &	indexMap () const
const std::vector< Precise > &	meanVector () const
Precise	mean (const unsigned i) const
Precise	count () const
template<typename T >
void	accumulate (const T *data, unsigned long len, double w)
void	reset ()
const Precise &	sumsq (unsigned i, unsigned j) const
Precise	cov (unsigned i, unsigned j) const
Precise	corr (unsigned i, unsigned j) const
Precise	stdev (unsigned i) const
Matrix< Precise >	covMat () const
Matrix< Precise >	corrMat () const

Detailed Description

template<typename Precise = long double>
class npstat::MultivariateWeightedSumsqAccumulator< Precise >

Class for accumulating multivariate weighted sums of squares and calculating corresponding covariances. Intended for use together with MultivariateWeightedSumAccumulator. For example, to determine covariance matrix of all ntuple columns, do something along the following lines:

const AbsNtuple<T>& nt = ...        // reference to your ntuple
const WeightCalculator& wcalc = ... // reference to the weight functor
MultivariateWeightedSumAccumulator sums;
nt.weightedCycleOverRows(sums, wcalc);
MultivariateWeightedSumsqAccumulator sumsqs(sums);
nt.weightedCycleOverRows(sumsqs, wcalc);
const Matrix<long double>& m = sumsqs.covMat(); // covariance matrix

Constructor & Destructor Documentation

MultivariateWeightedSumsqAccumulator() [1/2]

template<typename Precise = long double>

template<typename Precise2 >

npstat::MultivariateWeightedSumsqAccumulator< Precise >::MultivariateWeightedSumsqAccumulator	(	const unsigned long *	columns,
		unsigned	nColumns,
		const MultivariateWeightedSumAccumulator< Precise2 > &	sums
	)

To calculate covariances for select columns only, use this constructor with a non-trivial column map. Statistics will be accumulated only for the columns included in the "columns" argument. This can be useful for speeding up the code, as the computational complexity of covariance matrix calculations increases as the number of columns squared.

MultivariateWeightedSumsqAccumulator() [2/2]

template<typename Precise = long double>

template<typename Precise2 >

npstat::MultivariateWeightedSumsqAccumulator< Precise >::MultivariateWeightedSumsqAccumulator ( const MultivariateWeightedSumAccumulator< Precise2 > &  sums )

explicit

Constructor with a trivial column map

Member Function Documentation

accumulate()

template<typename Precise = long double>

template<typename T >

void npstat::MultivariateWeightedSumsqAccumulator< Precise >::accumulate	(	const T *	data,
		unsigned long	len,
		double	w
	)

Accumulate statistics for an array (ntuple row)

corr()

template<typename Precise = long double>

Precise npstat::MultivariateWeightedSumsqAccumulator< Precise >::corr	(	unsigned	i,
		unsigned	j
	)		const

Correlation coefficient between the given variables

corrMat()

template<typename Precise = long double>

Matrix<Precise> npstat::MultivariateWeightedSumsqAccumulator< Precise >::corrMat

(

)

const

Retrieve the correlation matrix

count()

template<typename Precise = long double>

Precise npstat::MultivariateWeightedSumsqAccumulator< Precise >::count

(

)

const

This method returns the effective number of counts which is (squared sum of weights)/(sum of squared weights)

cov()

template<typename Precise = long double>

Precise npstat::MultivariateWeightedSumsqAccumulator< Precise >::cov	(	unsigned	i,
		unsigned	j
	)		const

Covariance between the variables corresponding to the given indices (as mapped to the original indices)

covMat()

template<typename Precise = long double>

Matrix<Precise> npstat::MultivariateWeightedSumsqAccumulator< Precise >::covMat

(

)

const

Retrieve the covariance matrix

dim()

template<typename Precise = long double>

unsigned npstat::MultivariateWeightedSumsqAccumulator< Precise >::dim ( ) const

inline

Inspect object properties

meanVector()

template<typename Precise = long double>

const std::vector<Precise>& npstat::MultivariateWeightedSumsqAccumulator< Precise >::meanVector ( ) const

inline

Mean values from the sum accumulator provided in the constructor

reset()

template<typename Precise = long double>

void npstat::MultivariateWeightedSumsqAccumulator< Precise >::reset

(

)

Reset all accumulators and counters

stdev()

template<typename Precise = long double>

Precise npstat::MultivariateWeightedSumsqAccumulator< Precise >::stdev

(

unsigned

i

)

const

Standard deviation for the given variable

sumsq()

template<typename Precise = long double>

const Precise& npstat::MultivariateWeightedSumsqAccumulator< Precise >::sumsq	(	unsigned	i,
		unsigned	j
	)		const

Accumulated sums of squares or cross terms

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

• stat/MultivariateWeightedSumsqAccumulator.hh