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Struct template covariance_impl

boost::accumulators::impl::covariance_impl — Covariance Estimator.

Synopsis

// In header: <boost/accumulators/statistics/covariance.hpp>

template<typename Sample, typename VariateType, typename VariateTag> 
struct covariance_impl : public accumulator_base {
  // 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; 

  // construct/copy/destruct
  template<typename Args> covariance_impl(Args const &);

  // public member functions
  template<typename Args> void operator()(Args const &);
  result_type result(dont_care) const;
  template<typename Archive> void serialize(Archive &, const unsigned int);
};

Description

An iterative Monte Carlo estimator for the covariance , where is a sample and is a variate, is given by:

Equation 1.1. 


and being the means of the samples and variates.

covariance_impl public construct/copy/destruct

  1. template<typename Args> covariance_impl(Args const & args);

covariance_impl public member functions

  1. template<typename Args> void operator()(Args const & args);
  2. result_type result(dont_care) const;
  3. template<typename Archive> 
      void serialize(Archive & ar, const unsigned int file_version);

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