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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 {
  // types
  typedef numeric::functional::average< Sample, std::size_t >::result_type             sample_type; 
  typedef numeric::functional::average< 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;
};

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

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

`covariance_impl` public member functions

template<typename Args> void operator()(Args const & args) ;

```
result_type result(dont_care) const;
```