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Struct template weighted_covariance_impl

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

Synopsis

// In header: <boost/accumulators/statistics_fwd.hpp>

template<typename Sample, typename Weight, typename VariateType, 
         typename VariateTag> 
struct weighted_covariance_impl : public accumulator_base {
  // construct/copy/destruct
  template<typename Args> weighted_covariance_impl(Args const &);

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

Description

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

Equation 1.27. 


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> weighted_covariance_impl(Args const & args);

weighted_covariance_impl public member functions

  1. template<typename Args> void operator()(Args const & args);
  2. result_type result(dont_care) const;

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