alps::alea::cov_result< T, Strategy > Class Template Reference

#include <covariance.hpp>

Collaboration diagram for alps::alea::cov_result< T, Strategy >:

Public Types
typedef bind< Strategy, T >::value_type	value_type
typedef bind< Strategy, T >::var_type	var_type
typedef bind< Strategy, T >::cov_type	cov_type

Public Member Functions
	cov_result ()
	cov_result (const cov_data< T, Strategy > &acc_data)
	cov_result (const cov_result &other)
cov_result &	operator= (const cov_result &other)
bool	valid () const
size_t	size () const
size_t	count () const
double	count2 () const
double	batch_size () const
double	observations () const
const column< T > &	mean () const
column< var_type >	var () const
eigen< cov_type >::matrix	cov () const
column< var_type >	stderror () const
const cov_data< T, Strategy > &	store () const
cov_data< T, Strategy > &	store ()
void	reduce (const reducer &r)

Protected Member Functions
void	reduce (const reducer &, bool do_pre_commit, bool do_post_commit)

Friends
class	cov_acc< T, Strategy >
void	serialize (serializer &, const std::string &, const cov_result &)
void	deserialize (deserializer &, const std::string &, cov_result &)
std::ostream &	operator<< (std::ostream &, const cov_result &)

Detailed Description

template<typename T, typename Strategy = circular_var>
class alps::alea::cov_result< T, Strategy >

Accumulator which tracks the mean and a naive variance estimate.

Definition at line 22 of file covariance.hpp.

Member Typedef Documentation

template<typename T, typename Strategy = circular_var>

typedef bind<Strategy, T>::cov_type alps::alea::cov_result< T, Strategy >::cov_type

Definition at line 211 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

typedef bind<Strategy, T>::value_type alps::alea::cov_result< T, Strategy >::value_type

Definition at line 209 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

typedef bind<Strategy, T>::var_type alps::alea::cov_result< T, Strategy >::var_type

Definition at line 210 of file covariance.hpp.

Constructor & Destructor Documentation

template<typename T, typename Strategy = circular_var>

alps::alea::cov_result< T, Strategy >::cov_result ( )

inline

Definition at line 214 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

alps::alea::cov_result< T, Strategy >::cov_result ( const cov_data< T, Strategy > &  acc_data )

inline

Definition at line 216 of file covariance.hpp.

template<typename T , typename Str >

alps::alea::cov_result< T, Str >::cov_result

(

const cov_result< T, Strategy > &

other

)

Definition at line 207 of file covariance.cpp.

Member Function Documentation

template<typename T, typename Strategy = circular_var>

double alps::alea::cov_result< T, Strategy >::batch_size ( ) const

inline

Returns average batch size

Definition at line 237 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

size_t alps::alea::cov_result< T, Strategy >::count ( ) const

inline

Returns sample size, i.e., number of accumulated data points

Definition at line 231 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

double alps::alea::cov_result< T, Strategy >::count2 ( ) const

inline

Returns sum of squared sample sizes

Definition at line 234 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

eigen<cov_type>::matrix alps::alea::cov_result< T, Strategy >::cov ( ) const

inline

Returns bias-corrected sample covariance matrix

Definition at line 253 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

const column<T>& alps::alea::cov_result< T, Strategy >::mean ( ) const

inline

Returns sample mean

Definition at line 243 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

double alps::alea::cov_result< T, Strategy >::observations ( ) const

inline

Returns effective number of observations

Definition at line 240 of file covariance.hpp.

template<typename T , typename Str >

cov_result< T, Str > & alps::alea::cov_result< T, Str >::operator=

(

const cov_result< T, Strategy > &

other

)

Definition at line 212 of file covariance.cpp.

template<typename T, typename Strategy = circular_var>

void alps::alea::cov_result< T, Strategy >::reduce ( const reducer &  r )

inline

Collect measurements from different instances using sum-reducer

Definition at line 265 of file covariance.hpp.

template<typename T , typename Str >

void alps::alea::cov_result< T, Str >::reduce ( const reducer &  r, bool  do_pre_commit, bool  do_post_commit  )

protected

Definition at line 244 of file covariance.cpp.

template<typename T, typename Strategy = circular_var>

size_t alps::alea::cov_result< T, Strategy >::size ( ) const

inline

Number of components of the random vector (e.g., size of mean)

Definition at line 228 of file covariance.hpp.

template<typename T , typename Str >

column< typename cov_result< T, Str >::var_type > alps::alea::cov_result< T, Str >::stderror

(

)

const

Returns bias-corrected standard error of the mean

Definition at line 237 of file covariance.cpp.

template<typename T, typename Strategy = circular_var>

const cov_data<T,Strategy>& alps::alea::cov_result< T, Strategy >::store ( ) const

inline

Return backend object used for storing estimands

Definition at line 259 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

cov_data<T,Strategy>& alps::alea::cov_result< T, Strategy >::store ( )

inline

Return backend object used for storing estimands

Definition at line 262 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

bool alps::alea::cov_result< T, Strategy >::valid ( ) const

inline

Returns false if finalize() has been called, true otherwise

Definition at line 225 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

column<var_type> alps::alea::cov_result< T, Strategy >::var ( ) const

inline

Returns bias-corrected sample variance

Definition at line 250 of file covariance.hpp.

Friends And Related Function Documentation

template<typename T, typename Strategy = circular_var>

friend class cov_acc< T, Strategy >

friend

Definition at line 282 of file covariance.hpp.

template<typename T, typename Strategy = circular_var>

void deserialize ( deserializer &  , const std::string &  , cov_result< T, Strategy > &    )

friend

Convert result from a permanent format (write to disk etc.)

template<typename T, typename Strategy = circular_var>

std::ostream& operator<< ( std::ostream &  , const cov_result< T, Strategy > &    )

friend

Write some info about the result to a stream

template<typename T, typename Strategy = circular_var>

void serialize ( serializer &  , const std::string &  , const cov_result< T, Strategy > &    )

friend

Convert result to a permanent format (write to disk etc.)

---

The documentation for this class was generated from the following files:

• alps/alea/covariance.hpp
• covariance.cpp