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Embedded Template Library
Maths
covariance

covariance

Header: covariance.h
From: 20.9.0
template <bool Covariance_Type, typename TInput, typename TCalc = TInput>
class covariance : public etl::binary_function<TInput, TInput, void>

Covariance_Type Population or Sample.
TInput The input data type.
TCalc The type to use for internal calculations. By default, equal to TInput.

covariance_type

etl::covariance_type::Sample
etl::covariance_type::Population

Constructor 

covariance()

Default constructor.

template <typename TIterator>
covariance(TIterator first1, TIterator last1, TIterator first2)

Description
Construct from two iterator ranges.

Member functions 

void add(TInput value1, TInput value2)

Description
Add a pair of values.

template <typename TIterator>
void add(TIterator first1, TIterator last1, TIterator first2)

Description
Add a range of values.

void operator()(TInput value1, TInput value2)

Description
Add a pair of values.

template <typename TIterator>
void operator()(TIterator first1, TIterator last1, TIterator first2)

Description
Add a range of values.

double get_covariance() const

Return
The calculated covariance for the data.

operator double() const

Return
The calculated covariance for the data.

size_t count() const

Description
Get the total number added entries.

void clear()

Description
Clear the covariance.

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::covariance<etl::covariance_type::Population, char, int32_t> covariance(input_c.begin(),     
                                                                            input_c.end(), 
                                                                            input_c_inv.begin());

double covariance_result;

covariance_result  = covariance; // covariance_result  == -8.25
correlationgamma