Correlation

20.9.0

Calculates the correlation of two sets of data.

template <bool Correlation_Type, typename TInput, typename TCalc = TInput>

class correlation : public etl::binary_function<TInput, TInput, void>

Correlation_Type Population or Sample.

TInput The input data type.

TCalc The type to use for internal calculations. By default, equal to TInput.

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correlation_type

etl::correlation_type::Sample

etl::correlation_type::Population

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correlation

correlation()

Default constructor.

template <typename TIterator>

correlation(TIterator first1, TIterator last1, TIterator first2)

Construct from two iterator ranges.

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void add(TInput value1, TInput value2)

Add a pair of values.

template <typename TIterator>

void add(TIterator first1, TIterator last1, TIterator first2)

Add a range of values.

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void operator()(TInput value1, TInput value2)

Add a pair of values.

template <typename TIterator>

void operator()(TIterator first1, TIterator last1, TIterator first2)

Add a range of values.

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double get_covariance() const

Returns the calculated covariance for the data.

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double get_correlation() const

Returns the calculated correlation for the data.

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operator double() const

Returns the calculated correlation for the data.

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size_t count() const

Get the total number added entries.

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void clear()

Clear the correlation.

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Example

std::array<char, 10> input_c

{

0, 1, 2, 3, 4, 5, 6, 7, 8, 9

};

std::array<char, 10> input_c_inv

{

0, -1, -2, -3, -4, -5, -6, -7, -8, -9

};

etl::correlation<etl::correlation_type::Population, char, int32_t> correlation(input_c.begin(),

input_c.end(),

input_c_inv.begin());

double correlation_result;

double covariance_result;

correlation_result = correlation; // correlation_result == -1.0

covariance_result = correlation.get_covariance(); // covariance_result == -8.25

correlation.h