MultivariateAccumulator Class Reference#include <multivariateaccumulator.hpp>
List of all members.
Detailed Description
A sample accumulator for multivariate analysis.
MultivariateAccumulator can accumulate vector-type samples and return the average vector, both in Array form and std::vector<double> form, and the covariance matrix
- Deprecated:
- use SequenceStatistics instead
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Public Member Functions |
| MultivariateAccumulator (Size size) |
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Size | size () const |
| size of each sample
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Size | samples () const |
| number of samples collected
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double | weightSum () const |
| sum of data weights
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Disposable< Array > | mean () const |
| returns the mean as an Array
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std::vector< double > | meanVector () const |
| returns the mean as a std::vector<double>
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Matrix | covariance () const |
| returns the covariance Matrix
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Matrix | correlation () const |
| returns the correlation Matrix
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void | add (const Array &arr, double weight=1.0) |
| adds an Array to the collection, possibly with a weight
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void | add (const std::vector< double > &vec, double weight=1.0) |
| adds a vector<double> to the collection, possibly with a weight
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template<class DataIterator> void | addSequence (DataIterator begin, DataIterator end) |
| adds a sequence of data to the collection
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template<class DataIterator, class WeightIterator> void | addSequence (DataIterator begin, DataIterator end, WeightIterator wbegin) |
| adds a sequence of data to the collection, each with its weight
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void | reset () |
| resets the data to a null set
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The documentation for this class was generated from the following files:
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