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Struct template weighted_covariance_impl

boost::accumulators::impl::weighted_covariance_impl — Weighted Covariance Estimator.

Synopsis

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

template<typename Sample, typename Weight, typename VariateType, 
         typename VariateTag> 
struct weighted_covariance_impl : public  {
  // types
  typedef       ; 
  typedef  ;
  typedef numeric::functional::outer_product<                                      ;          

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

  // public member functions
  template<typename Args>  ();
   () ;
  template<typename Archive>  (, );
};

Description

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

Equation 1.35. 


and being the weighted means of the samples and variates and the sum of the first weights .

weighted_covariance_impl public construct/copy/destruct

  1. template<typename Args> ( args);

weighted_covariance_impl public member functions

  1. template<typename Args>  ( args);
  2.  () ;
  3. template<typename Archive> 
       ( ar,  file_version);

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