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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  {
  // 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 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> ( args);

covariance_impl public member functions

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

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