STK++ 0.9.13
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This file contains the methods computing the covariance of an array. More...
#include "STK_Stat_Functors.h"
Go to the source code of this file.
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. | |
This file contains the methods computing the covariance of an array.
Definition in file STK_Stat_Covariance.h.