STK++ 0.9.13
STK_Stat_Covariance.h File Reference

This file contains the methods computing the covariance of an array. More...

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Namespaces

namespace  STK
 The namespace STK is the main domain space of the Statistical ToolKit project.
 
namespace  STK::Stat
 this is the namespace for the statistical treatment.
 

Functions

template<class XArray , class YArray >
Real STK::Stat::covariance (ExprBase< XArray > const &X, ExprBase< YArray > const &Y, bool unbiased=false)
 Compute the covariance of the variables X and Y.
 
template<class XArray , class YArray >
Real STK::Stat::covarianceSafe (ExprBase< XArray > const &X, ExprBase< YArray > const &Y, bool unbiased=false)
 Compute the covariance of the variables X and Y.
 
template<class XArray , class YArray , class Weights >
Real STK::Stat::covariance (ExprBase< XArray > const &X, ExprBase< YArray > const &Y, ExprBase< Weights > const &W, bool unbiased=false)
 The covariance between X and Y will be computed using the formula.
 
template<class XArray , class YArray , class Weights >
Real STK::Stat::covarianceSafe (ExprBase< XArray > const &X, ExprBase< YArray > const &Y, ExprBase< Weights > const &W, bool unbiased=false)
 The covariance between X and Y will be computed using the formula.
 
template<class XArray , class YArray >
Real STK::Stat::covarianceWithFixedMean (ExprBase< XArray > const &X, ExprBase< YArray > const &Y, typename hidden::Traits< XArray >::Type const &xMu, typename hidden::Traits< YArray >::Type const &yMu, bool unbiased=false)
 Compute the covariance of the variables X and Y with fixed means.
 
template<class XArray , class YArray >
Real STK::Stat::covarianceWithFixedMeanSafe (ExprBase< XArray > const &X, ExprBase< YArray > const &Y, typename hidden::Traits< XArray >::Type const &xMu, typename hidden::Traits< YArray >::Type const &yMu, bool unbiased=false)
 Compute the covariance of the variables X and Y with fixed means.
 
template<class XArray , class YArray , class Weights >
Real STK::Stat::covarianceWithFixedMean (ExprBase< XArray > const &X, ExprBase< YArray > const &Y, ExprBase< Weights > const &W, typename hidden::Traits< XArray >::Type const &xMean, typename hidden::Traits< YArray >::Type const &yMean, bool unbiased=false)
 The covariance between X and Y will be computed using the formula.
 
template<class XArray , class YArray , class Weights >
Real STK::Stat::covarianceWithFixedMeanSafe (ExprBase< XArray > const &X, ExprBase< YArray > const &Y, ExprBase< Weights > const &W, typename hidden::Traits< XArray >::Type const &xMu, typename hidden::Traits< YArray >::Type const &yMu, bool unbiased=false)
 The covariance between X and Y will be computed using the formula.
 
template<class Array >
CArraySquare< typename Array::Type, Array::sizeCols_, Array::orient_ > STK::Stat::covariance (ExprBase< Array > const &V, bool unbiased=false)
 Compute the covariance matrix using the column of the data set V.
 
template<class Array >
CArraySquare< typename Array::Type, Array::sizeRows_, Array::orient_ > STK::Stat::covarianceByRow (ExprBase< Array > const &V, bool unbiased=false)
 Compute the covariance matrix using the rows of the data set V.
 
template<class Array , class Weights >
CArraySquare< typename Array::Type, Array::sizeCols_, Array::orient_ > STK::Stat::covariance (ExprBase< Array > const &V, Weights const &W, bool unbiased=false)
 Compute the weighted covariance matrix using the column of the data set V.
 
template<class Array , class Weights >
CArraySquare< typename Array::Type, Array::sizeRows_, Array::orient_ > STK::Stat::covarianceByRow (ExprBase< Array > const &V, Weights const &W, bool unbiased=false)
 Compute the weighted covariance matrix using the rows of the data set V.
 
template<class Array , class Mean >
CArraySquare< typename Array::Type, Array::sizeCols_, Array::orient_ > STK::Stat::covarianceWithFixedMean (ExprBase< Array > const &V, ExprBase< Mean > const &mean, bool unbiased=false)
 Compute the covariance matrix using the columns of the data set V.
 
template<class Array , class Mean >
CArraySquare< typename Array::Type, Array::sizeRows_, Array::orient_ > STK::Stat::covarianceWithFixedMeanByRow (ExprBase< Array > const &V, ExprBase< Mean > const &mean, bool unbiased=false)
 Compute the covariance matrix using the rows of the data set V.
 
template<class Array , class Weights , class Mean >
CArraySquare< typename Array::Type, Array::sizeCols_, Array::orient_ > STK::Stat::covarianceWithFixedMean (ExprBase< Array > const &V, Weights const &W, ExprBase< Mean > const &mean, bool unbiased=false)
 Compute the weighted covariance matrix using the column of the data set V.
 
template<class Array , class Weights , class Mean >
CArraySquare< typename Array::Type, Array::sizeRows_, Array::orient_ > STK::Stat::covarianceWithFixedMeanByRow (ExprBase< Array > const &V, Weights const &W, ExprBase< Mean > const &mean, bool unbiased=false)
 Compute the weighted covariance matrix using the rows of the data set V.
 

Detailed Description

This file contains the methods computing the covariance of an array.

Definition in file STK_Stat_Covariance.h.